+1.0%
OXY vs ACM
-22.3%
+23.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +1.6% |
| 7D | +0.6% | -3.7% | +4.3% | +1.3% |
| 30D | +4.5% | -12.7% | +17.2% | +7.0% |
| 3M | +8.9% | -9.8% | +18.7% | +10.3% |
| 6M | +12.5% | -31.4% | +43.9% | +22.1% |
| YTD | +50.5% | -32.1% | +82.6% | +62.8% |
| 1Y | +38.6% | -47.8% | +86.4% | +64.5% |
| All | +1.0% | -22.3% | +23.3% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling