+49.0%
CVX vs AMDL
+95.0%
-46.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.2% | -10.5% | -1.4% |
| 7D | +3.3% | +4.5% | -1.2% | +3.3% |
| 30D | +12.9% | -4.4% | +17.3% | +12.9% |
| 3M | +11.7% | -30.5% | +42.2% | +11.8% |
| 6M | +14.1% | +300.9% | -286.7% | +7.3% |
| YTD | +40.7% | +219.9% | -179.2% | +32.2% |
| 1Y | +37.5% | +374.7% | -337.2% | +23.7% |
| All | +49.0% | +95.0% | -46.1% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling