+38.8%
OXY vs ABCL
+198.8%
-160.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.0% |
| 7D | -5.8% | +2.3% | -8.1% | -5.8% |
| 30D | -5.3% | -0.7% | -4.7% | -5.3% |
| 3M | -2.5% | +33.4% | -35.9% | -1.8% |
| 6M | +8.3% | +137.8% | -129.5% | +13.0% |
| YTD | +40.3% | +264.3% | -224.0% | +42.7% |
| 1Y | +38.8% | +209.2% | -170.3% | +43.6% |
| All | +38.8% | +198.8% | -160.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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