+147.9%
OXY vs AMP
+122.1%
+25.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +2.8% | -0.5% | +3.4% | +3.0% |
| 30D | +5.5% | -1.3% | +6.8% | +5.9% |
| 3M | +11.3% | +24.2% | -12.9% | +1.2% |
| 6M | +11.6% | +24.6% | -13.0% | +0.9% |
| YTD | +51.6% | +14.8% | +36.7% | +41.1% |
| 1Y | +36.2% | +12.8% | +23.4% | +27.5% |
| 3Y | +1.7% | +69.0% | -67.3% | -23.7% |
| All | +147.9% | +122.1% | +25.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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