+5.7%
OXY vs ACM
+135.8%
-130.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +2.9% |
| 7D | +0.6% | -3.7% | +4.3% | +2.9% |
| 30D | +4.5% | -12.7% | +17.2% | +12.1% |
| 3M | +8.9% | -9.8% | +18.7% | +13.1% |
| 6M | +12.5% | -31.4% | +43.9% | +36.9% |
| YTD | +50.5% | -32.1% | +82.6% | +81.6% |
| 1Y | +38.6% | -47.8% | +86.4% | +97.7% |
| 3Y | -1.2% | -22.1% | +20.8% | +2.0% |
| 5Y | +161.6% | +1.8% | +159.8% | +114.0% |
| All | +5.7% | +135.8% | -130.2% | -40.2% |
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