+5.9%
OXY vs ACM
+131.7%
-125.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.3% |
| 7D | +1.4% | -5.9% | +7.3% | +5.1% |
| 30D | +4.0% | -6.2% | +10.2% | +7.1% |
| 3M | +7.6% | -7.9% | +15.5% | +10.3% |
| 6M | +16.2% | -30.6% | +46.8% | +40.2% |
| YTD | +50.8% | -33.3% | +84.1% | +84.0% |
| 1Y | +34.7% | -49.2% | +83.9% | +95.4% |
| 3Y | -1.0% | -23.5% | +22.4% | +3.4% |
| 5Y | +163.2% | +0.9% | +162.2% | +116.0% |
| All | +5.9% | +131.7% | -125.8% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling