+2,664.2%
XOM vs ALB
+2,114.0%
+550.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | +0.8% |
| 7D | -7.3% | +5.3% | -12.6% | -8.5% |
| 30D | -2.6% | -6.3% | +3.6% | -1.5% |
| 3M | +3.6% | -27.4% | +31.0% | +10.6% |
| 6M | +15.3% | -53.1% | +68.4% | +34.9% |
| YTD | +39.4% | -32.3% | +71.7% | +46.8% |
| 1Y | +43.2% | -7.3% | +50.5% | +39.1% |
| 3Y | +74.9% | -14.9% | +89.9% | +58.5% |
| 5Y | +201.3% | -62.0% | +263.3% | +218.4% |
| 10Y | +188.5% | +33.0% | +155.5% | +99.1% |
| All | +2,664.2% | +2,114.0% | +550.2% | +1,015.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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