+6.4%
OXY vs AME
+445.1%
-438.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | -1.9% |
| 7D | +2.8% | +1.7% | +1.1% | +1.4% |
| 30D | +5.5% | -6.4% | +11.9% | +10.5% |
| 3M | +11.3% | +7.1% | +4.2% | +4.1% |
| 6M | +11.6% | +8.2% | +3.4% | +1.0% |
| YTD | +51.6% | +18.2% | +33.4% | +26.7% |
| 1Y | +36.2% | +26.7% | +9.5% | +6.5% |
| 3Y | +1.7% | +60.7% | -59.0% | -38.6% |
| 5Y | +164.5% | +91.6% | +72.9% | +28.6% |
| All | +6.4% | +445.1% | -438.6% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling