+125.6%
CVX vs AMT
-20.2%
+145.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | -9.7% | +0.5% | -10.3% | -9.8% |
| 30D | +3.6% | +13.6% | -10.0% | +2.3% |
| 3M | +13.3% | +11.5% | +1.9% | +12.0% |
| 6M | +16.9% | +6.9% | +10.0% | +15.9% |
| YTD | +43.4% | +10.8% | +32.6% | +41.4% |
| 1Y | +44.5% | +10.3% | +34.2% | +42.5% |
| 3Y | +64.0% | +12.4% | +51.6% | +58.7% |
| All | +125.6% | -20.2% | +145.8% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling