+5.7%
OXY vs AMT
+106.8%
-101.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +0.6% | +1.5% | -0.8% | +0.2% |
| 30D | +4.5% | +3.7% | +0.8% | +3.3% |
| 3M | +8.9% | -7.2% | +16.1% | +11.1% |
| 6M | +12.5% | -4.2% | +16.6% | +13.0% |
| YTD | +50.5% | +1.9% | +48.6% | +47.9% |
| 1Y | +38.6% | -6.4% | +45.0% | +39.8% |
| 3Y | -1.2% | +7.7% | -9.0% | -9.0% |
| 5Y | +161.6% | -30.9% | +192.5% | +184.8% |
| All | +5.7% | +106.8% | -101.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling