+54.5%
CVX vs AMDL
+145.7%
-91.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.9% | -10.4% | +1.4% |
| 7D | +1.6% | +103.5% | -101.9% | +1.1% |
| 30D | -0.6% | -18.3% | +17.7% | -0.7% |
| 3M | +11.0% | +20.1% | -9.1% | +10.4% |
| 6M | +18.4% | +15.9% | +2.5% | +17.1% |
| YTD | +45.9% | +303.0% | -257.1% | +36.4% |
| 1Y | +46.7% | +164.0% | -117.3% | +39.8% |
| All | +54.5% | +145.7% | -91.2% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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