+22.0%
OXY vs AMCR
+96.6%
-74.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.4% | -5.0% | +6.3% | +3.1% |
| 30D | +4.0% | -8.0% | +12.0% | +6.9% |
| 3M | +7.6% | +14.3% | -6.7% | +1.7% |
| 6M | +16.2% | +5.3% | +10.9% | +11.2% |
| YTD | +50.8% | +7.7% | +43.1% | +42.7% |
| 1Y | +34.7% | +10.8% | +23.8% | +25.6% |
| 3Y | -1.0% | +9.6% | -10.6% | -8.9% |
| 5Y | +163.2% | -10.2% | +173.4% | +159.9% |
| 10Y | +5.5% | +16.5% | -10.9% | -8.9% |
| All | +22.0% | +96.6% | -74.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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