+147.9%
OXY vs AGI
+400.3%
-252.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +2.8% | -2.7% | +5.6% | +3.1% |
| 30D | +5.5% | +7.2% | -1.8% | +4.6% |
| 3M | +11.3% | +4.3% | +7.0% | +10.5% |
| 6M | +11.6% | -27.1% | +38.7% | +14.9% |
| YTD | +51.6% | -6.6% | +58.2% | +49.6% |
| 1Y | +36.2% | +9.5% | +26.7% | +30.6% |
| 3Y | +1.7% | +208.4% | -206.7% | -22.8% |
| All | +147.9% | +400.3% | -252.4% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling