-5.9%
ABT vs OXY
+45.4%
-51.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -5.1% | +10.7% | +5.2% |
| 7D | +12.5% | -8.8% | +21.3% | +11.9% |
| 30D | +16.1% | -1.7% | +17.8% | +15.8% |
| 3M | +10.2% | +4.5% | +5.7% | +10.1% |
| 6M | +33.7% | -4.0% | +37.7% | +33.1% |
| YTD | -5.5% | +41.4% | -46.9% | -9.6% |
| 1Y | -5.9% | +45.9% | -51.8% | -11.0% |
| All | -5.9% | +45.4% | -51.3% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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