+46.0%
XOM vs AMCR
+11.5%
+34.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -2.0% |
| 7D | +1.8% | -3.3% | +5.0% | +1.2% |
| 30D | +5.9% | -5.4% | +11.3% | +4.9% |
| 3M | +5.6% | +20.0% | -14.4% | +8.9% |
| 6M | +7.9% | 0.0% | +7.8% | +15.2% |
| YTD | +35.2% | +11.5% | +23.7% | +41.4% |
| 1Y | +46.0% | +11.4% | +34.6% | +51.9% |
| All | +46.0% | +11.5% | +34.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling