+60.9%
XOM vs ADVB
-88.9%
+149.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.6% |
| 7D | +1.9% | -5.9% | +7.7% | +1.9% |
| 30D | +4.1% | +13.9% | -9.8% | +3.8% |
| 3M | +10.4% | +127.3% | -116.9% | +9.3% |
| 6M | +13.0% | +77.0% | -64.0% | +11.7% |
| YTD | +40.1% | +51.5% | -11.5% | +38.5% |
| 1Y | +51.1% | -11.3% | +62.5% | +50.5% |
| All | +60.9% | -88.9% | +149.9% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling