-1.7%
OXY vs AMC
-98.1%
+96.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.3% | -1.1% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | +11.6% | -0.7% | +12.3% | +11.5% |
| 3M | +2.8% | +35.2% | -32.4% | +0.6% |
| 6M | +13.0% | +124.6% | -111.5% | +7.3% |
| YTD | +47.4% | +69.9% | -22.5% | +41.5% |
| 1Y | +31.5% | -2.6% | +34.1% | +29.4% |
| 3Y | -1.9% | -79.8% | +77.8% | +0.3% |
| 5Y | +148.0% | -99.4% | +247.4% | +185.0% |
| 10Y | +2.3% | -98.9% | +101.1% | -11.0% |
| All | -1.7% | -98.1% | +96.4% | -28.5% |
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