+193.4%
AMAT vs OXY
+34.1%
+159.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.3% |
| 7D | +7.0% | -0.5% | +7.5% | +6.8% |
| 30D | -12.2% | +8.5% | -20.7% | -9.9% |
| 3M | -3.8% | +6.0% | -9.8% | -0.8% |
| 6M | +45.9% | +13.0% | +33.0% | +50.3% |
| YTD | +84.6% | +48.9% | +35.7% | +94.5% |
| 1Y | +193.4% | +36.4% | +157.0% | +214.4% |
| All | +193.4% | +34.1% | +159.2% | +214.4% |
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