+195.8%
XOM vs AMT
-20.6%
+216.4%
-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% | -0.7% |
| 7D | -8.3% | +0.4% | -8.7% | -8.4% |
| 30D | -2.5% | +3.7% | -6.2% | -2.9% |
| 3M | +8.3% | +10.7% | -2.4% | +7.2% |
| 6M | +15.5% | +9.3% | +6.2% | +14.3% |
| YTD | +39.6% | +10.9% | +28.7% | +37.7% |
| 1Y | +44.6% | +10.5% | +34.1% | +42.6% |
| 3Y | +76.6% | +15.5% | +61.0% | +70.6% |
| 5Y | +195.8% | -20.6% | +216.4% | +194.4% |
| All | +195.8% | -20.6% | +216.4% | +194.4% |
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