+47.6%
XOP vs AWK
+1.8%
+45.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +2.6% | +1.7% | +0.8% | +2.7% |
| 30D | +15.4% | +5.6% | +9.9% | +16.0% |
| 3M | +12.1% | +15.9% | -3.8% | +13.6% |
| 6M | +19.7% | +4.6% | +15.1% | +20.3% |
| YTD | +52.4% | +10.1% | +42.3% | +54.7% |
| 1Y | +47.6% | +2.1% | +45.5% | +45.6% |
| All | +47.6% | +1.8% | +45.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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