+54.4%
XOM vs APH
+289.3%
-234.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | +1.8% | +5.0% | -3.2% | +1.8% |
| 30D | +5.9% | -3.9% | +9.7% | +5.8% |
| 3M | +5.6% | +13.0% | -7.4% | +5.4% |
| 6M | +7.9% | +25.2% | -17.3% | +7.5% |
| YTD | +35.2% | +22.9% | +12.2% | +34.0% |
| 1Y | +46.0% | +47.8% | -1.8% | +41.7% |
| All | +54.4% | +289.3% | -234.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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