-7.3%
OXY vs AMC
-97.7%
+90.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -11.9% | +2.6% | -14.5% | -12.1% |
| 30D | -3.1% | +9.0% | -12.2% | -3.6% |
| 3M | +1.1% | +22.2% | -21.1% | -0.2% |
| 6M | +3.2% | +91.5% | -88.2% | -1.1% |
| YTD | +39.0% | +101.3% | -62.2% | +32.1% |
| 1Y | +42.7% | +20.8% | +21.9% | +38.9% |
| 3Y | -3.5% | -71.3% | +67.8% | -2.4% |
| 5Y | +81.3% | -99.2% | +180.6% | +106.0% |
| 10Y | +11.2% | -98.7% | +109.9% | -3.6% |
| All | -7.3% | -97.7% | +90.4% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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