-2.3%
OXY vs AMT
+6.7%
-9.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +8.5% | +1.8% | +6.6% | +8.4% |
| 3M | +6.0% | -6.2% | +12.2% | +6.1% |
| 6M | +13.0% | -5.0% | +18.0% | +13.1% |
| YTD | +48.9% | +2.1% | +46.8% | +48.4% |
| 1Y | +36.4% | -5.7% | +42.2% | +36.4% |
| 3Y | -2.3% | +7.9% | -10.2% | -4.7% |
| All | -2.3% | +6.7% | -9.0% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling