+324.7%
XOM vs AG
+445.6%
-120.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | +1.8% | +1.0% | +0.7% | +1.6% |
| 30D | +5.9% | +19.2% | -13.3% | +4.1% |
| 3M | +5.6% | +6.2% | -0.6% | +4.4% |
| 6M | +7.9% | -26.7% | +34.5% | +9.4% |
| YTD | +35.2% | +26.1% | +9.1% | +29.5% |
| 1Y | +46.0% | +131.7% | -85.7% | +31.0% |
| 3Y | +55.0% | +255.3% | -200.3% | +29.0% |
| 5Y | +246.3% | +61.9% | +184.4% | +203.5% |
| 10Y | +181.0% | +72.0% | +109.0% | +125.3% |
| All | +324.7% | +445.6% | -120.9% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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