+354.4%
XOM vs ABCL
-81.3%
+435.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 3M | +5.6% | +79.4% | -73.9% | +4.5% |
| 6M | +7.9% | +214.9% | -207.0% | +5.6% |
| YTD | +35.2% | +234.2% | -199.0% | +31.9% |
| 1Y | +46.0% | +174.8% | -128.8% | +42.8% |
| 3Y | +55.0% | +104.5% | -49.4% | +50.3% |
| 5Y | +246.3% | -39.0% | +285.3% | +238.1% |
| All | +354.4% | -81.3% | +435.7% | +365.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling