-21.4%
ABT vs OXY
+37.2%
-58.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -5.9% | +2.8% | -8.7% | -5.8% |
| 30D | -8.1% | +5.5% | -13.5% | -8.0% |
| 3M | +14.5% | +11.3% | +3.2% | +14.6% |
| 6M | -6.3% | +11.6% | -17.9% | -6.6% |
| YTD | -17.1% | +51.6% | -68.7% | -19.2% |
| 1Y | -21.4% | +36.2% | -57.6% | -23.0% |
| All | -21.4% | +37.2% | -58.5% | -23.0% |
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