+153.3%
AMAT vs OXY
+1.6%
+151.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | +11.4% | +4.2% | +7.2% | +10.8% |
| 30D | -17.0% | -4.3% | -12.7% | -16.6% |
| 3M | -30.6% | +2.3% | -32.9% | -30.9% |
| 6M | -14.9% | +5.5% | -20.5% | -15.8% |
| YTD | +44.7% | +44.9% | -0.2% | +25.2% |
| 1Y | +66.9% | +42.6% | +24.3% | +45.0% |
| 3Y | +153.3% | +0.7% | +152.6% | +145.8% |
| All | +153.3% | +1.6% | +151.7% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling