+192.9%
XOM vs AMCR
+14.6%
+178.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +1.0% |
| 7D | +4.1% | -6.3% | +10.4% | +6.3% |
| 30D | +4.6% | -7.8% | +12.4% | +7.3% |
| 3M | +14.0% | +7.5% | +6.4% | +10.3% |
| 6M | +11.0% | +2.7% | +8.3% | +7.7% |
| YTD | +40.7% | +6.0% | +34.7% | +34.3% |
| 1Y | +52.3% | +7.8% | +44.5% | +44.1% |
| 3Y | +60.5% | +5.8% | +54.7% | +49.3% |
| 5Y | +266.4% | -11.6% | +278.0% | +262.6% |
| All | +192.9% | +14.6% | +178.3% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling