+1,308.1%
OXY vs AME
+19,084.3%
-17,776.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +4.2% | +5.9% | -1.7% | +1.6% |
| 30D | -4.3% | -1.9% | -2.4% | -3.8% |
| 3M | +2.3% | -5.4% | +7.7% | +4.1% |
| 6M | +5.5% | +4.9% | +0.6% | +1.8% |
| YTD | +44.9% | +18.5% | +26.4% | +30.8% |
| 1Y | +42.6% | +25.5% | +17.1% | +25.3% |
| 3Y | +0.7% | +63.0% | -62.3% | -22.6% |
| 5Y | +96.9% | +78.3% | +18.6% | +43.8% |
| 10Y | +18.8% | +447.1% | -428.3% | -40.1% |
| All | +1,308.1% | +19,084.3% | -17,776.2% | +237.0% |
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 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