+52.7%
XOM vs ABCL
+164.4%
-111.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.1% |
| 7D | 0.0% | -2.7% | +2.8% | -0.1% |
| 30D | +3.4% | +18.3% | -14.9% | +4.2% |
| 3M | +11.0% | +108.5% | -97.5% | +15.7% |
| 6M | +10.6% | +213.9% | -203.3% | +18.9% |
| YTD | +39.2% | +223.1% | -183.9% | +49.4% |
| 1Y | +52.7% | +160.6% | -107.9% | +65.6% |
| All | +52.7% | +164.4% | -111.6% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling