+34.1%
OXY vs AMT
-7.4%
+41.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +1.1% |
| 30D | +3.6% | +2.0% | +1.5% | +3.4% |
| 3M | +7.1% | -9.3% | +16.4% | +7.3% |
| 6M | +15.7% | -5.2% | +20.9% | +16.1% |
| YTD | +50.1% | +0.5% | +49.7% | +48.0% |
| 1Y | +34.1% | -7.3% | +41.4% | +35.8% |
| All | +34.1% | -7.4% | +41.5% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling