+52.6%
XOM vs APD
+36.4%
+16.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -4.9% |
| 7D | -7.0% | +3.8% | -10.8% | -7.6% |
| 30D | +3.2% | +14.1% | -10.9% | +0.7% |
| 3M | +10.7% | +8.2% | +2.5% | +9.0% |
| 6M | +11.6% | +7.5% | +4.1% | +10.1% |
| YTD | +43.5% | +31.7% | +11.8% | +37.6% |
| 1Y | +52.6% | +35.1% | +17.5% | +45.5% |
| All | +52.6% | +36.4% | +16.2% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling