+74.9%
XOM vs APD
+28.0%
+46.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -7.3% | -0.2% | -7.1% | -7.3% |
| 30D | -2.6% | +11.0% | -13.7% | -4.7% |
| 3M | +3.6% | +2.0% | +1.6% | +3.1% |
| 6M | +15.3% | +7.1% | +8.2% | +13.5% |
| YTD | +39.4% | +29.8% | +9.6% | +32.2% |
| 1Y | +43.2% | +24.0% | +19.1% | +36.7% |
| 3Y | +74.9% | +27.2% | +47.8% | +65.6% |
| All | +74.9% | +28.0% | +46.9% | +65.6% |
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