+1,308.1%
OXY vs ADM
+1,630.9%
-322.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.6% |
| 7D | +4.2% | +4.2% | 0.0% | +2.3% |
| 30D | -4.3% | -12.8% | +8.5% | +1.3% |
| 3M | +2.3% | -8.5% | +10.8% | +5.9% |
| 6M | +5.5% | -10.9% | +16.5% | +10.5% |
| YTD | +44.9% | +29.4% | +15.5% | +28.9% |
| 1Y | +42.6% | +27.5% | +15.1% | +27.6% |
| 3Y | +0.7% | +10.3% | -9.6% | -7.6% |
| 5Y | +96.9% | +27.4% | +69.5% | +69.4% |
| 10Y | +18.8% | +134.6% | -115.8% | -16.3% |
| All | +1,308.1% | +1,630.9% | -322.7% | +502.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling