+1.0%
OXY vs ADM
+20.9%
-20.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.4% | +0.2% |
| 7D | +0.6% | +1.4% | -0.7% | +0.1% |
| 30D | +4.5% | +8.2% | -3.7% | +1.5% |
| 3M | +8.9% | +8.7% | +0.2% | +5.6% |
| 6M | +12.5% | +29.1% | -16.6% | +2.8% |
| YTD | +50.5% | +53.7% | -3.2% | +30.1% |
| 1Y | +38.6% | +43.2% | -4.6% | +22.2% |
| All | +1.0% | +20.9% | -20.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling