+58.8%
XOM vs APD
+6.4%
+52.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | -4.6% | +4.6% | +0.9% |
| 30D | +3.4% | -4.2% | +7.6% | +4.2% |
| 3M | +11.0% | +5.0% | +6.0% | +9.8% |
| 6M | +10.6% | +8.9% | +1.7% | +8.6% |
| YTD | +39.2% | +21.9% | +17.3% | +33.8% |
| 1Y | +52.7% | +5.6% | +47.2% | +50.5% |
| All | +58.8% | +6.4% | +52.3% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling