+59.9%
XOM vs ADVB
-89.4%
+149.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.3% | +7.6% | +2.3% |
| 7D | 0.0% | -13.0% | +13.0% | +0.2% |
| 30D | +3.4% | +7.5% | -4.0% | +3.3% |
| 3M | +11.0% | +129.1% | -118.1% | +9.9% |
| 6M | +10.6% | +71.7% | -61.1% | +9.3% |
| YTD | +39.2% | +45.5% | -6.3% | +37.7% |
| 1Y | +52.7% | -2.7% | +55.5% | +51.5% |
| All | +59.9% | -89.4% | +149.3% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling