+655.9%
OXY vs AGI
+5,453.2%
-4,797.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | +4.5% | +11.3% | -6.8% | +3.1% |
| 3M | +8.9% | +5.6% | +3.3% | +7.6% |
| 6M | +12.5% | -27.7% | +40.1% | +15.2% |
| YTD | +50.5% | -4.1% | +54.6% | +48.6% |
| 1Y | +38.6% | +13.8% | +24.8% | +33.6% |
| 3Y | -1.2% | +217.0% | -218.3% | -17.0% |
| 5Y | +161.6% | +404.3% | -242.7% | +105.7% |
| 10Y | +5.3% | +400.5% | -395.2% | -22.5% |
| All | +655.9% | +5,453.2% | -4,797.2% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling