+162.6%
CVX vs AMT
-31.6%
+194.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +12.9% | +4.6% | +8.3% | +12.3% |
| 3M | +11.7% | -8.4% | +20.2% | +12.5% |
| 6M | +14.1% | -6.0% | +20.2% | +14.6% |
| YTD | +40.7% | +2.1% | +38.6% | +39.9% |
| 1Y | +37.5% | -6.4% | +43.9% | +37.9% |
| 3Y | +43.9% | +8.1% | +35.9% | +39.9% |
| All | +162.6% | -31.6% | +194.2% | +166.1% |
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