+4,459.5%
XOM vs APD
+6,445.2%
-1,985.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.0% |
| 7D | -1.5% | -1.2% | -0.4% | -1.1% |
| 30D | -3.2% | +11.0% | -14.2% | -6.8% |
| 3M | +5.0% | +2.6% | +2.4% | +3.9% |
| 6M | +12.9% | +4.8% | +8.0% | +10.4% |
| YTD | +41.3% | +31.0% | +10.3% | +27.2% |
| 1Y | +43.2% | +23.4% | +19.8% | +31.4% |
| 3Y | +77.3% | +28.4% | +49.0% | +56.2% |
| 5Y | +204.8% | +15.2% | +189.6% | +173.7% |
| 10Y | +197.1% | +190.7% | +6.4% | +88.9% |
| All | +4,459.5% | +6,445.2% | -1,985.7% | +1,272.9% |
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