-5.3%
OXY vs BAM
+67.8%
-73.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.4% |
| 7D | +0.6% | -3.9% | +4.6% | +1.2% |
| 30D | +4.5% | -8.8% | +13.3% | +5.7% |
| 3M | +8.9% | +2.2% | +6.7% | +8.1% |
| 6M | +12.5% | +5.9% | +6.5% | +10.2% |
| YTD | +50.5% | -6.1% | +56.6% | +51.0% |
| 1Y | +38.6% | -11.6% | +50.2% | +41.0% |
| 3Y | -1.2% | +51.7% | -52.9% | -15.5% |
| All | -5.3% | +67.8% | -73.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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