+17.3%
OXY vs ACM
+132.6%
-115.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | +4.2% | +5.6% | -1.4% | +0.6% |
| 30D | -4.3% | +20.8% | -25.2% | -15.5% |
| 3M | +2.3% | +11.4% | -9.1% | -5.8% |
| 6M | +5.5% | +0.9% | +4.6% | +1.2% |
| YTD | +44.9% | -24.8% | +69.7% | +63.7% |
| 1Y | +42.6% | -46.4% | +89.0% | +103.5% |
| 3Y | +0.7% | -9.2% | +10.0% | -6.9% |
| 5Y | +96.9% | +5.0% | +91.9% | +56.0% |
| All | +17.3% | +132.6% | -115.3% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling