+4,261.5%
XOM vs APD
+6,115.6%
-1,854.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.3% |
| 7D | +1.8% | -2.2% | +4.0% | +2.6% |
| 30D | +5.9% | +2.1% | +3.8% | +5.0% |
| 3M | +5.6% | +7.2% | -1.6% | +2.5% |
| 6M | +7.9% | +11.2% | -3.4% | +3.3% |
| YTD | +35.2% | +24.4% | +10.8% | +24.1% |
| 1Y | +46.0% | +6.7% | +39.3% | +40.8% |
| 3Y | +55.0% | +9.2% | +45.8% | +44.3% |
| 5Y | +246.3% | +27.4% | +219.0% | +199.3% |
| 10Y | +181.0% | +164.8% | +16.2% | +84.8% |
| All | +4,261.5% | +6,115.6% | -1,854.1% | +1,239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling