+154.2%
OXY vs AMP
+2,089.3%
-1,935.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.5% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +4.5% | -1.0% | +5.5% | +4.9% |
| 3M | +8.9% | +23.2% | -14.3% | -3.0% |
| 6M | +12.5% | +20.4% | -7.9% | +0.7% |
| YTD | +50.5% | +13.6% | +36.8% | +37.7% |
| 1Y | +38.6% | +13.4% | +25.3% | +26.6% |
| 3Y | -1.2% | +66.5% | -67.7% | -27.9% |
| 5Y | +161.6% | +120.2% | +41.4% | +60.5% |
| 10Y | +5.3% | +576.5% | -571.2% | -61.5% |
| All | +154.2% | +2,089.3% | -1,935.2% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling