+51.1%
XOM vs BAH
-24.1%
+75.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.3% |
| 7D | +1.9% | +2.4% | -0.6% | +1.7% |
| 30D | +4.1% | -2.9% | +7.0% | +4.2% |
| 3M | +10.4% | -1.3% | +11.8% | +10.2% |
| 6M | +13.0% | -0.9% | +13.9% | +12.8% |
| YTD | +40.1% | -8.2% | +48.3% | +39.3% |
| 1Y | +51.1% | -24.0% | +75.1% | +52.8% |
| All | +51.1% | -24.1% | +75.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling