+2,580.1%
XOM vs ALB
+2,835.3%
-255.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.8% | -0.7% |
| 7D | +1.8% | -8.1% | +9.8% | +3.7% |
| 30D | +5.9% | +6.3% | -0.4% | +4.1% |
| 3M | +5.6% | -23.6% | +29.1% | +11.4% |
| 6M | +7.9% | -24.6% | +32.5% | +12.8% |
| YTD | +35.2% | -10.3% | +45.4% | +34.3% |
| 1Y | +46.0% | +61.5% | -15.5% | +23.6% |
| 3Y | +55.0% | -34.0% | +89.0% | +51.3% |
| 5Y | +246.3% | -44.6% | +290.9% | +235.1% |
| 10Y | +181.0% | +76.1% | +104.9% | +82.7% |
| All | +2,580.1% | +2,835.3% | -255.1% | +920.5% |
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