+49.3%
XOM vs AMRZ
-17.3%
+66.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.4% |
| 7D | -2.4% | -2.0% | -0.4% | -2.5% |
| 30D | +5.7% | -9.8% | +15.5% | +4.8% |
| 3M | +6.6% | -17.2% | +23.8% | +5.0% |
| 6M | +7.7% | -26.9% | +34.6% | +6.7% |
| YTD | +36.2% | -21.5% | +57.7% | +33.3% |
| 1Y | +50.5% | -22.9% | +73.4% | +47.6% |
| All | +49.3% | -17.3% | +66.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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