+97.0%
OXY vs ACM
+252.7%
-155.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.7% |
| 7D | -5.8% | +6.6% | -12.5% | -9.3% |
| 30D | -5.3% | +19.8% | -25.1% | -14.6% |
| 3M | -2.5% | -3.1% | +0.6% | -2.7% |
| 6M | +8.3% | -11.5% | +19.8% | +11.5% |
| YTD | +40.3% | -24.7% | +65.0% | +55.2% |
| 1Y | +38.8% | -45.1% | +83.9% | +82.3% |
| 3Y | -1.4% | -8.9% | +7.5% | -5.5% |
| 5Y | +92.2% | +5.4% | +86.8% | +66.3% |
| 10Y | +13.7% | +131.1% | -117.4% | -33.0% |
| All | +97.0% | +252.7% | -155.7% | -22.8% |
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 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