+106.9%
OXY vs ACM
+230.8%
-123.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.7% |
| 7D | +1.6% | -3.7% | +5.3% | +3.6% |
| 30D | +11.6% | -11.1% | +22.7% | +17.5% |
| 3M | +2.8% | -8.0% | +10.8% | +5.3% |
| 6M | +13.0% | -29.7% | +42.7% | +32.4% |
| YTD | +47.4% | -29.4% | +76.8% | +70.3% |
| 1Y | +31.5% | -46.4% | +77.9% | +75.9% |
| 3Y | -1.9% | -22.3% | +20.4% | +3.5% |
| 5Y | +148.0% | +4.5% | +143.5% | +117.0% |
| 10Y | +2.3% | +127.6% | -125.4% | -39.0% |
| All | +106.9% | +230.8% | -123.8% | -15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling