+1,332.5%
OXY vs AA
+295.2%
+1,037.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +11.6% | +5.0% | +6.6% | +9.0% |
| 3M | +2.8% | -35.8% | +38.6% | +19.5% |
| 6M | +13.0% | -18.4% | +31.4% | +17.2% |
| YTD | +47.4% | -5.5% | +52.9% | +42.4% |
| 1Y | +31.5% | +61.0% | -29.5% | +0.8% |
| 3Y | -1.9% | +66.2% | -68.2% | -32.7% |
| 5Y | +148.0% | +11.4% | +136.6% | +80.5% |
| 10Y | +2.3% | +116.9% | -114.6% | -49.4% |
| All | +1,332.5% | +295.2% | +1,037.3% | +435.6% |
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