+17.3%
OXY vs AMT
+136.5%
-119.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +4.2% | +1.5% | +2.7% | +3.8% |
| 30D | -4.3% | +6.8% | -11.2% | -6.3% |
| 3M | +2.3% | +11.2% | -8.9% | -1.3% |
| 6M | +5.5% | +12.5% | -6.9% | +1.1% |
| YTD | +44.9% | +12.5% | +32.4% | +37.8% |
| 1Y | +42.6% | +10.1% | +32.5% | +36.5% |
| 3Y | +0.7% | +16.0% | -15.3% | -9.0% |
| 5Y | +96.9% | -17.2% | +114.0% | +99.6% |
| All | +17.3% | +136.5% | -119.1% | +3.8% |
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