+118.9%
OXY vs AG
+445.6%
-326.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.6% |
| 7D | +1.6% | +1.0% | +0.6% | +1.4% |
| 30D | +11.6% | +19.2% | -7.6% | +8.2% |
| 3M | +2.8% | +6.2% | -3.3% | +0.6% |
| 6M | +13.0% | -26.7% | +39.7% | +15.6% |
| YTD | +47.4% | +26.1% | +21.3% | +36.0% |
| 1Y | +31.5% | +131.7% | -100.2% | +7.6% |
| 3Y | -1.9% | +255.3% | -257.3% | -29.9% |
| 5Y | +148.0% | +61.9% | +86.0% | +95.5% |
| 10Y | +2.3% | +72.0% | -69.8% | -30.2% |
| All | +118.9% | +445.6% | -326.8% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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