-3.5%
OXY vs AMBA
+16.7%
-20.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.4% |
| 7D | -11.9% | -7.2% | -4.7% | -11.5% |
| 30D | -3.1% | -10.4% | +7.2% | -2.5% |
| 3M | +1.1% | -30.1% | +31.2% | +3.3% |
| 6M | +3.2% | -22.4% | +25.7% | +3.3% |
| YTD | +39.0% | -17.3% | +56.4% | +37.6% |
| 1Y | +42.7% | -35.4% | +78.1% | +45.2% |
| 3Y | -3.5% | +18.6% | -22.2% | -15.8% |
| All | -3.5% | +16.7% | -20.3% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling