+6.7%
OXY vs AMBA
+818.6%
-812.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.3% | -6.4% | -1.9% |
| 7D | -8.2% | 0.0% | -8.1% | -8.3% |
| 30D | -7.2% | -8.6% | +1.3% | -6.2% |
| 3M | +0.2% | -29.0% | +29.2% | +4.6% |
| 6M | +6.1% | -19.2% | +25.3% | +6.0% |
| YTD | +37.5% | -13.0% | +50.5% | +34.2% |
| 1Y | +37.7% | -31.3% | +68.9% | +38.7% |
| 3Y | -2.8% | +28.1% | -30.9% | -16.0% |
| 5Y | +77.6% | -69.4% | +147.1% | +82.2% |
| 10Y | +9.5% | +7.6% | +1.8% | -15.0% |
| All | +6.7% | +818.6% | -812.0% | -27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling