+31.5%
OXY vs AMBA
-20.7%
+52.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -1.0% |
| 7D | +1.6% | -11.0% | +12.5% | +1.3% |
| 30D | +11.6% | -23.2% | +34.7% | +10.9% |
| 3M | +2.8% | -12.7% | +15.5% | +2.5% |
| 6M | +13.0% | +11.2% | +1.8% | +13.8% |
| YTD | +47.4% | -11.2% | +58.6% | +49.1% |
| 1Y | +31.5% | -22.5% | +54.0% | +35.1% |
| All | +31.5% | -20.7% | +52.2% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling