+57.7%
AMGN vs OXY
-1.2%
+58.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -13.7% | +2.8% | -16.5% | -13.9% |
| 30D | -8.8% | +5.5% | -14.3% | -9.2% |
| 3M | +7.2% | +11.3% | -4.1% | +6.1% |
| 6M | +1.3% | +11.6% | -10.3% | -0.4% |
| YTD | +17.6% | +51.6% | -33.9% | +10.4% |
| 1Y | +37.2% | +36.2% | +1.0% | +30.7% |
| 3Y | +57.7% | +1.7% | +56.0% | +53.1% |
| All | +57.7% | -1.2% | +58.9% | +53.1% |
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