+76.7%
OXY vs ACGL
+159.2%
-82.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.8% |
| 7D | -11.9% | +0.9% | -12.8% | -12.2% |
| 30D | -3.1% | +13.7% | -16.9% | -6.7% |
| 3M | +1.1% | +8.0% | -7.0% | -1.3% |
| 6M | +3.2% | +13.3% | -10.1% | -0.8% |
| YTD | +39.0% | +11.8% | +27.2% | +33.5% |
| 1Y | +42.7% | +22.2% | +20.4% | +33.0% |
| 3Y | -3.5% | +32.5% | -36.0% | -13.7% |
| All | +76.7% | +159.2% | -82.5% | -1.0% |
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