+97.5%
OXY vs AME
+77.7%
+19.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +4.2% | +5.9% | -1.7% | +2.6% |
| 30D | -4.3% | -1.9% | -2.4% | -4.0% |
| 3M | +2.3% | -5.4% | +7.7% | +3.6% |
| 6M | +5.5% | +4.9% | +0.6% | +3.1% |
| YTD | +44.9% | +18.5% | +26.4% | +33.4% |
| 1Y | +42.6% | +25.5% | +17.1% | +27.8% |
| 3Y | +0.7% | +63.0% | -62.3% | -21.7% |
| All | +97.5% | +77.7% | +19.8% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling