+44.6%
OKE vs AMDL
+108.7%
-64.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.6% |
| 7D | -5.2% | -30.7% | +25.5% | -6.8% |
| 30D | +1.1% | -43.8% | +44.9% | -1.2% |
| 3M | +2.2% | -24.5% | +26.7% | +1.7% |
| 6M | 0.0% | +44.7% | -44.7% | +5.1% |
| YTD | +26.5% | +204.0% | -177.5% | +37.7% |
| 1Y | +44.6% | +109.1% | -64.5% | +57.0% |
| All | +44.6% | +108.7% | -64.0% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling