+205.4%
XOM vs AMT
+136.5%
+69.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | +2.8% | +1.5% | +1.3% | +2.5% |
| 30D | -3.6% | +6.8% | -10.4% | -4.9% |
| 3M | +8.2% | +11.2% | -3.0% | +5.8% |
| 6M | +14.0% | +12.5% | +1.6% | +10.9% |
| YTD | +44.6% | +12.5% | +32.1% | +40.1% |
| 1Y | +47.8% | +10.1% | +37.7% | +43.7% |
| 3Y | +79.6% | +16.0% | +63.5% | +68.8% |
| 5Y | +214.3% | -17.2% | +231.4% | +217.7% |
| All | +205.4% | +136.5% | +69.0% | +152.8% |
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