+161.6%
OXY vs ACM
+2.7%
+158.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.1% | +2.1% |
| 7D | +0.6% | -3.7% | +4.3% | +1.9% |
| 30D | +4.5% | -12.7% | +17.2% | +8.9% |
| 3M | +8.9% | -9.8% | +18.7% | +11.4% |
| 6M | +12.5% | -31.4% | +43.9% | +27.6% |
| YTD | +50.5% | -32.1% | +82.6% | +69.8% |
| 1Y | +38.6% | -47.8% | +86.4% | +76.3% |
| 3Y | -1.2% | -22.1% | +20.8% | -0.9% |
| 5Y | +161.6% | +1.8% | +159.8% | +122.6% |
| All | +161.6% | +2.7% | +158.9% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling