+5.3%
OXY vs AMBA
+2.6%
+2.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | -0.4% |
| 7D | +0.6% | +2.5% | -1.8% | +0.1% |
| 30D | +4.5% | -16.1% | +20.7% | +7.5% |
| 3M | +8.9% | +4.6% | +4.3% | +5.3% |
| 6M | +12.5% | +29.2% | -16.7% | +2.5% |
| YTD | +50.5% | -2.9% | +53.4% | +43.8% |
| 1Y | +38.6% | -18.7% | +57.3% | +35.3% |
| 3Y | -1.2% | +14.9% | -16.1% | -15.8% |
| 5Y | +161.6% | -53.0% | +214.6% | +143.4% |
| 10Y | +5.3% | +8.3% | -3.0% | -31.9% |
| All | +5.3% | +2.6% | +2.7% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling