+17.3%
OXY vs ADM
+133.7%
-116.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -1.3% |
| 7D | +4.2% | +4.2% | 0.0% | +1.2% |
| 30D | -4.3% | -12.8% | +8.5% | +5.1% |
| 3M | +2.3% | -8.5% | +10.8% | +8.1% |
| 6M | +5.5% | -10.9% | +16.5% | +13.4% |
| YTD | +44.9% | +29.4% | +15.5% | +18.0% |
| 1Y | +42.6% | +27.5% | +15.1% | +17.2% |
| 3Y | +0.7% | +10.3% | -9.6% | -14.4% |
| 5Y | +96.9% | +27.4% | +69.5% | +36.2% |
| All | +17.3% | +133.7% | -116.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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