-8.8%
OXY vs BAM
+81.2%
-90.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +4.2% | -2.7% | +6.9% | +4.5% |
| 30D | -4.3% | +15.5% | -19.8% | -6.2% |
| 3M | +2.3% | -6.9% | +9.1% | +3.2% |
| 6M | +5.5% | +9.9% | -4.3% | +3.5% |
| YTD | +44.9% | +1.4% | +43.5% | +43.8% |
| 1Y | +42.6% | +3.3% | +39.3% | +40.6% |
| 3Y | +0.7% | +83.6% | -82.9% | -17.2% |
| All | -8.8% | +81.2% | -90.0% | -25.8% |
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