+42.4%
OXY vs AMRZ
-19.2%
+61.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +0.6% |
| 7D | +0.6% | -4.7% | +5.3% | -0.2% |
| 30D | +4.5% | -11.3% | +15.8% | +2.4% |
| 3M | +8.9% | -22.1% | +31.0% | +4.8% |
| 6M | +12.5% | -29.6% | +42.1% | +8.7% |
| YTD | +50.5% | -23.3% | +73.8% | +44.5% |
| 1Y | +38.6% | -23.7% | +62.3% | +32.6% |
| All | +42.4% | -19.2% | +61.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 3y: compounded portfolio wealth divided by compounded AMRZ 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…
3y analysis · Full analysis span regression · 6 months rolling