+261.8%
XOM vs APD
+25.2%
+236.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | -4.6% | +4.6% | +1.1% |
| 30D | +3.4% | -4.2% | +7.6% | +4.4% |
| 3M | +11.0% | +5.0% | +6.0% | +9.5% |
| 6M | +10.6% | +8.9% | +1.7% | +8.1% |
| YTD | +39.2% | +21.9% | +17.3% | +32.4% |
| 1Y | +52.7% | +5.6% | +47.2% | +49.9% |
| 3Y | +56.8% | +6.9% | +49.9% | +51.6% |
| 5Y | +261.8% | +25.3% | +236.4% | +217.5% |
| All | +261.8% | +25.2% | +236.6% | +217.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling