+40.5%
OKE vs AMDL
+126.1%
-85.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -3.9% | +0.9% |
| 7D | +1.2% | +15.9% | -14.7% | +1.0% |
| 30D | +4.5% | +10.5% | -6.0% | +4.2% |
| 3M | +9.6% | -4.7% | +14.3% | +9.1% |
| 6M | +15.4% | +355.2% | -339.8% | +6.3% |
| YTD | +36.5% | +270.9% | -234.4% | +25.5% |
| 1Y | +39.0% | +499.5% | -460.5% | +20.0% |
| All | +40.5% | +126.1% | -85.6% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling