+1,359.2%
OXY vs AFL
+18,431.1%
-17,071.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.9% | -3.3% | +4.2% | +2.2% |
| 30D | +3.6% | -5.0% | +8.5% | +5.5% |
| 3M | +7.1% | -1.8% | +8.9% | +7.6% |
| 6M | +15.7% | +4.8% | +10.8% | +13.2% |
| YTD | +50.1% | +5.4% | +44.7% | +46.2% |
| 1Y | +34.1% | +9.0% | +25.1% | +28.8% |
| 3Y | -1.5% | +63.0% | -64.5% | -19.9% |
| 5Y | +162.0% | +134.5% | +27.5% | +85.2% |
| 10Y | +5.1% | +298.6% | -293.5% | -34.6% |
| All | +1,359.2% | +18,431.1% | -17,071.9% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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