+213.7%
XOM vs AR
-27.2%
+241.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | +1.8% | +2.5% | -0.7% | +1.2% |
| 30D | +5.9% | +14.8% | -8.9% | +2.7% |
| 3M | +5.6% | +6.2% | -0.7% | +4.1% |
| 6M | +7.9% | +4.3% | +3.6% | +6.8% |
| YTD | +35.2% | +14.4% | +20.8% | +30.8% |
| 1Y | +46.0% | +21.3% | +24.7% | +39.0% |
| 3Y | +55.0% | +39.8% | +15.2% | +39.3% |
| 5Y | +246.3% | +142.1% | +104.2% | +171.1% |
| 10Y | +181.0% | +52.0% | +128.9% | +103.1% |
| All | +213.7% | -27.2% | +241.0% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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