+355.9%
APH vs OXY
+150.6%
+205.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +5.0% | +1.6% | +3.4% | +4.8% |
| 30D | -3.9% | +11.6% | -15.5% | -5.2% |
| 3M | +13.0% | +2.8% | +10.2% | +12.5% |
| 6M | +25.2% | +13.0% | +12.1% | +21.9% |
| YTD | +22.9% | +47.4% | -24.4% | +14.2% |
| 1Y | +47.8% | +31.5% | +16.4% | +39.7% |
| 3Y | +283.0% | -1.9% | +285.0% | +273.2% |
| All | +355.9% | +150.6% | +205.4% | +283.5% |
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 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