+163.2%
OXY vs ACGL
+154.3%
+8.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -3.6% | +5.0% | +2.4% |
| 30D | +4.0% | -2.1% | +6.1% | +4.6% |
| 3M | +7.6% | +5.4% | +2.2% | +5.6% |
| 6M | +16.2% | 0.0% | +16.2% | +15.5% |
| YTD | +50.8% | +0.3% | +50.5% | +49.4% |
| 1Y | +34.7% | +6.2% | +28.5% | +30.7% |
| 3Y | -1.0% | +30.9% | -32.0% | -13.1% |
| 5Y | +163.2% | +159.8% | +3.4% | +44.9% |
| All | +163.2% | +154.3% | +8.9% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling