+192.9%
XOM vs AMT
+109.6%
+83.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.4% | -0.1% |
| 7D | +4.1% | +1.1% | +3.0% | +3.8% |
| 30D | +4.6% | +4.4% | +0.2% | +3.7% |
| 3M | +14.0% | -5.2% | +19.1% | +15.0% |
| 6M | +11.0% | -0.8% | +11.8% | +10.7% |
| YTD | +40.7% | +3.3% | +37.4% | +38.9% |
| 1Y | +52.3% | -6.0% | +58.3% | +53.1% |
| 3Y | +60.5% | +9.6% | +50.9% | +52.4% |
| 5Y | +266.4% | -29.2% | +295.7% | +285.2% |
| All | +192.9% | +109.6% | +83.3% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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