+1,332.5%
OXY vs AME
+18,709.1%
-17,376.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.6% |
| 7D | +1.6% | +0.6% | +1.0% | +1.3% |
| 30D | +11.6% | -6.7% | +18.3% | +14.8% |
| 3M | +2.8% | +4.1% | -1.3% | +0.2% |
| 6M | +13.0% | +1.6% | +11.5% | +10.1% |
| YTD | +47.4% | +16.1% | +31.2% | +34.9% |
| 1Y | +31.5% | +27.3% | +4.1% | +15.0% |
| 3Y | -1.9% | +50.9% | -52.8% | -21.7% |
| 5Y | +148.0% | +81.4% | +66.6% | +80.4% |
| 10Y | +2.3% | +417.0% | -414.7% | -47.1% |
| All | +1,332.5% | +18,709.1% | -17,376.6% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling