+1,313.6%
OXY vs ACGL
+4,336.4%
-3,022.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.8% | -2.0% | +4.9% | +3.5% |
| 30D | +5.5% | -1.2% | +6.7% | +5.8% |
| 3M | +11.3% | +5.4% | +5.9% | +9.0% |
| 6M | +11.6% | +1.4% | +10.2% | +10.4% |
| YTD | +51.6% | +0.2% | +51.4% | +50.1% |
| 1Y | +36.2% | +4.1% | +32.1% | +32.9% |
| 3Y | +1.7% | +28.2% | -26.5% | -9.4% |
| 5Y | +164.5% | +159.5% | +5.0% | +81.7% |
| 10Y | +6.1% | +276.2% | -270.2% | -31.8% |
| All | +1,313.6% | +4,336.4% | -3,022.8% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling