-17.4%
XOP vs AMC
-97.7%
+80.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | -14.7% | +2.6% | -17.3% | -14.9% |
| 30D | -7.7% | +9.0% | -16.7% | -8.2% |
| 3M | +4.4% | +22.2% | -17.7% | +3.0% |
| 6M | +3.5% | +91.5% | -87.9% | -1.3% |
| YTD | +39.4% | +101.3% | -61.9% | +31.8% |
| 1Y | +39.8% | +20.8% | +19.0% | +35.7% |
| 3Y | +29.7% | -71.3% | +101.0% | +31.3% |
| 5Y | +78.6% | -99.2% | +177.8% | +104.6% |
| 10Y | +51.8% | -98.7% | +150.5% | +48.8% |
| All | -17.4% | -97.7% | +80.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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