+254.2%
XOM vs ABCL
-39.9%
+294.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | +5.7% | +65.1% | -59.4% | +4.7% |
| 3M | +6.6% | +111.1% | -104.5% | +5.2% |
| 6M | +7.7% | +231.6% | -223.9% | +5.2% |
| YTD | +36.2% | +234.5% | -198.3% | +32.6% |
| 1Y | +50.5% | +174.3% | -123.8% | +47.0% |
| 3Y | +53.4% | +111.5% | -58.1% | +48.1% |
| 5Y | +254.2% | -37.3% | +291.5% | +233.1% |
| All | +254.2% | -39.9% | +294.1% | +233.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling