+11.9%
APH vs OXY
+39.4%
-27.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -0.5% |
| 7D | -5.0% | -5.8% | +0.8% | -6.3% |
| 30D | -8.4% | -5.3% | -3.0% | -9.4% |
| 3M | -4.5% | -2.5% | -2.0% | -4.6% |
| 6M | +25.3% | +8.3% | +17.0% | +29.5% |
| YTD | +18.9% | +40.3% | -21.4% | +24.7% |
| 1Y | +11.9% | +38.8% | -26.9% | +17.5% |
| All | +11.9% | +39.4% | -27.5% | +17.5% |
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