+254.2%
XOM vs AMT
-31.2%
+285.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +5.7% | +1.8% | +3.8% | +5.5% |
| 3M | +6.6% | -6.2% | +12.7% | +7.1% |
| 6M | +7.7% | -5.0% | +12.7% | +8.0% |
| YTD | +36.2% | +2.1% | +34.1% | +35.5% |
| 1Y | +50.5% | -5.7% | +56.2% | +50.8% |
| 3Y | +53.4% | +7.9% | +45.4% | +49.5% |
| 5Y | +254.2% | -32.3% | +286.5% | +251.8% |
| All | +254.2% | -31.2% | +285.4% | +251.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling