+253.4%
XOM vs AMCR
+96.6%
+156.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -5.0% | +6.8% | +3.1% |
| 30D | +4.1% | -8.0% | +12.0% | +6.1% |
| 3M | +10.4% | +14.3% | -3.9% | +6.1% |
| 6M | +13.0% | +5.3% | +7.7% | +9.9% |
| YTD | +40.1% | +7.7% | +32.3% | +34.9% |
| 1Y | +51.1% | +10.8% | +40.3% | +44.1% |
| 3Y | +57.7% | +9.6% | +48.1% | +48.8% |
| 5Y | +264.7% | -10.2% | +274.9% | +262.1% |
| 10Y | +193.1% | +16.5% | +176.6% | +157.6% |
| All | +253.4% | +96.6% | +156.8% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling