+130.0%
CVX vs AMT
-15.7%
+145.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.5% |
| 7D | +3.4% | +1.5% | +1.9% | +3.3% |
| 30D | -1.0% | +6.8% | -7.8% | -1.7% |
| 3M | +12.2% | +11.2% | +1.0% | +10.9% |
| 6M | +20.3% | +12.5% | +7.9% | +18.7% |
| YTD | +48.3% | +12.5% | +35.8% | +45.9% |
| 1Y | +46.9% | +10.1% | +36.8% | +44.9% |
| 3Y | +73.1% | +16.0% | +57.1% | +66.7% |
| All | +130.0% | -15.7% | +145.7% | +124.8% |
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