-2.3%
OXY vs ABCL
+105.4%
-107.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +8.5% | +65.1% | -56.6% | +5.2% |
| 3M | +6.0% | +111.1% | -105.1% | +1.1% |
| 6M | +13.0% | +231.6% | -218.6% | +3.7% |
| YTD | +48.9% | +234.5% | -185.6% | +35.5% |
| 1Y | +36.4% | +174.3% | -137.9% | +25.6% |
| 3Y | -2.3% | +111.5% | -113.8% | -17.9% |
| All | -2.3% | +105.4% | -107.7% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling