+2.0%
OXY vs ACGL
+263.8%
-261.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.5% |
| 7D | -0.5% | -2.9% | +2.4% | +1.3% |
| 30D | +8.5% | -2.8% | +11.3% | +10.2% |
| 3M | +6.0% | +6.8% | -0.8% | +1.0% |
| 6M | +13.0% | -1.5% | +14.5% | +12.4% |
| YTD | +48.9% | -0.2% | +49.1% | +46.1% |
| 1Y | +36.4% | +5.3% | +31.1% | +28.8% |
| 3Y | -2.3% | +30.3% | -32.6% | -24.8% |
| 5Y | +160.6% | +151.8% | +8.8% | +13.9% |
| 10Y | +2.0% | +266.9% | -264.9% | -58.4% |
| All | +2.0% | +263.8% | -261.8% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling