+54.4%
XOM vs ABCL
+109.3%
-54.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | +1.8% | +0.7% | +1.1% | +1.8% |
| 30D | +5.9% | +93.1% | -87.2% | +5.6% |
| 3M | +5.6% | +79.4% | -73.9% | +5.3% |
| 6M | +7.9% | +214.9% | -207.0% | +7.2% |
| YTD | +35.2% | +234.2% | -199.0% | +33.8% |
| 1Y | +46.0% | +174.8% | -128.8% | +44.8% |
| All | +54.4% | +109.3% | -54.9% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling