+1,332.5%
OXY vs APD
+6,115.6%
-4,783.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +1.6% | -2.2% | +3.8% | +2.7% |
| 30D | +11.6% | +2.1% | +9.5% | +10.4% |
| 3M | +2.8% | +7.2% | -4.4% | -1.2% |
| 6M | +13.0% | +11.2% | +1.8% | +6.6% |
| YTD | +47.4% | +24.4% | +23.0% | +31.3% |
| 1Y | +31.5% | +6.7% | +24.8% | +25.2% |
| 3Y | -1.9% | +9.2% | -11.2% | -10.5% |
| 5Y | +148.0% | +27.4% | +120.6% | +104.2% |
| 10Y | +2.3% | +164.8% | -162.6% | -37.6% |
| All | +1,332.5% | +6,115.6% | -4,783.2% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 all: compounded portfolio wealth divided by compounded APD 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…
all analysis · Full analysis span regression · 6 months rolling