+194.9%
OXY vs ABCL
-80.4%
+275.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.8% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | -6.4% | -5.4% | -0.9% | -6.2% |
| 3M | -2.6% | +22.4% | -25.1% | -4.3% |
| 6M | +4.8% | +127.6% | -122.9% | -1.7% |
| YTD | +41.2% | +249.4% | -208.3% | +27.3% |
| 1Y | +39.5% | +198.0% | -158.5% | +27.2% |
| 3Y | -0.8% | +195.8% | -196.6% | -12.9% |
| 5Y | +91.6% | -20.6% | +112.2% | +79.1% |
| All | +194.9% | -80.4% | +275.3% | +237.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling