+1,308.1%
OXY vs APD
+6,473.2%
-5,165.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +4.2% | +3.8% | +0.4% | +2.3% |
| 30D | -4.3% | +8.2% | -12.5% | -8.0% |
| 3M | +2.3% | +4.3% | -2.0% | 0.0% |
| 6M | +5.5% | +4.7% | +0.8% | +2.3% |
| YTD | +44.9% | +31.5% | +13.3% | +25.4% |
| 1Y | +42.6% | +23.5% | +19.1% | +26.8% |
| 3Y | +0.7% | +29.1% | -28.4% | -14.9% |
| 5Y | +96.9% | +15.9% | +81.0% | +70.2% |
| 10Y | +18.8% | +191.9% | -173.1% | -30.8% |
| All | +1,308.1% | +6,473.2% | -5,165.1% | +195.4% |
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