+76.6%
XOM vs AMT
+13.8%
+62.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -8.3% | +0.4% | -8.7% | -8.3% |
| 30D | -2.5% | +3.7% | -6.2% | -2.7% |
| 3M | +8.3% | +10.7% | -2.4% | +7.8% |
| 6M | +15.5% | +9.3% | +6.2% | +14.9% |
| YTD | +39.6% | +10.9% | +28.7% | +38.5% |
| 1Y | +44.6% | +10.5% | +34.1% | +43.5% |
| 3Y | +76.6% | +15.5% | +61.0% | +75.5% |
| All | +76.6% | +13.8% | +62.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling