+34.7%
OXY vs ADM
+44.2%
-9.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.4% | +3.0% | -1.6% | -0.2% |
| 30D | +4.0% | +8.7% | -4.7% | -0.5% |
| 3M | +7.6% | +7.6% | 0.0% | +3.3% |
| 6M | +16.2% | +26.9% | -10.7% | +2.7% |
| YTD | +50.8% | +54.3% | -3.5% | +21.1% |
| 1Y | +34.7% | +45.7% | -11.0% | +10.7% |
| All | +34.7% | +44.2% | -9.5% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling