+6,467.5%
ABT vs OXY
+1,377.9%
+5,089.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.7% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -2.1% | +8.5% | -10.6% | -3.2% |
| 3M | +17.4% | +6.0% | +11.4% | +16.3% |
| 6M | -2.4% | +13.0% | -15.4% | -4.5% |
| YTD | -14.2% | +48.9% | -63.1% | -19.2% |
| 1Y | -18.3% | +36.4% | -54.7% | -22.3% |
| 3Y | +11.5% | -2.3% | +13.8% | +9.6% |
| 5Y | -9.9% | +160.6% | -170.5% | -25.0% |
| 10Y | +204.4% | +2.0% | +202.4% | +160.1% |
| All | +6,467.5% | +1,377.9% | +5,089.6% | +3,302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling