+126.7%
AMAT vs OXY
+78.7%
+48.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -14.7% | -11.9% | -2.8% | -12.6% |
| 30D | -36.1% | -3.1% | -33.0% | -35.7% |
| 3M | -36.9% | +1.1% | -37.9% | -37.2% |
| 6M | -22.2% | +3.2% | -25.4% | -23.3% |
| YTD | +29.9% | +39.0% | -9.1% | +15.9% |
| 1Y | +43.3% | +42.7% | +0.6% | +26.5% |
| 3Y | +142.7% | -3.5% | +146.2% | +133.4% |
| All | +126.7% | +78.7% | +48.0% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling