+4,565.7%
XOM vs APD
+6,473.2%
-1,907.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +2.8% | +3.8% | -1.0% | +1.5% |
| 30D | -3.6% | +8.2% | -11.8% | -6.4% |
| 3M | +8.2% | +4.3% | +4.0% | +6.5% |
| 6M | +14.0% | +4.7% | +9.3% | +11.6% |
| YTD | +44.6% | +31.5% | +13.1% | +30.0% |
| 1Y | +47.8% | +23.5% | +24.2% | +35.5% |
| 3Y | +79.6% | +29.1% | +50.5% | +57.8% |
| 5Y | +214.3% | +15.9% | +198.4% | +181.6% |
| 10Y | +204.0% | +191.9% | +12.1% | +93.0% |
| All | +4,565.7% | +6,473.2% | -1,907.6% | +1,302.7% |
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 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