-3.5%
OXY vs ABCL
+156.0%
-159.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.7% | -0.2% |
| 7D | -11.9% | -3.2% | -8.7% | -11.8% |
| 30D | -3.1% | -7.4% | +4.3% | -3.0% |
| 3M | +1.1% | +81.9% | -80.9% | -2.7% |
| 6M | +3.2% | +135.7% | -132.5% | -2.6% |
| YTD | +39.0% | +247.4% | -208.3% | +25.9% |
| 1Y | +42.7% | +162.3% | -119.6% | +32.3% |
| 3Y | -3.5% | +165.5% | -169.0% | -17.0% |
| All | -3.5% | +156.0% | -159.6% | -17.0% |
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