+26.4%
XOP vs AMCR
+96.6%
-70.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.2% |
| 7D | +0.6% | -1.8% | +2.5% | +1.2% |
| 30D | +16.5% | -6.0% | +22.6% | +18.7% |
| 3M | +15.7% | +18.9% | -3.2% | +8.6% |
| 6M | +19.2% | +5.7% | +13.5% | +14.9% |
| YTD | +55.0% | +11.1% | +43.9% | +46.1% |
| 1Y | +54.2% | +12.7% | +41.5% | +44.2% |
| 3Y | +35.9% | +9.6% | +26.3% | +26.5% |
| 5Y | +162.4% | -10.3% | +172.7% | +161.8% |
| 10Y | +50.2% | +16.5% | +33.7% | +31.7% |
| All | +26.4% | +96.6% | -70.2% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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