+1,308.1%
OXY vs AA
+215.1%
+1,093.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | +4.2% | +0.5% | +3.7% | +3.8% |
| 30D | -4.3% | -0.6% | -3.7% | -4.7% |
| 3M | +2.3% | -19.7% | +21.9% | +9.7% |
| 6M | +5.5% | -41.6% | +47.1% | +24.9% |
| YTD | +44.9% | -24.6% | +69.5% | +51.0% |
| 1Y | +42.6% | +4.9% | +37.7% | +29.7% |
| 3Y | +0.7% | +66.8% | -66.1% | -31.1% |
| 5Y | +96.9% | -19.4% | +116.3% | +63.2% |
| 10Y | +18.8% | +43.1% | -24.3% | -31.3% |
| All | +1,308.1% | +215.1% | +1,093.1% | +468.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 all: compounded portfolio wealth divided by compounded AA 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…
all analysis · Full analysis span regression · 6 months rolling