+31.9%
OKE vs AMDL
+102.5%
-70.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -17.6% | +18.6% | +1.3% |
| 7D | +5.4% | +37.2% | -31.9% | +4.8% |
| 30D | -1.3% | -24.0% | +22.7% | -1.3% |
| 3M | -2.0% | -1.0% | -1.0% | -2.6% |
| 6M | +3.4% | -3.2% | +6.6% | +1.9% |
| YTD | +28.2% | +232.2% | -204.0% | +17.5% |
| 1Y | +35.7% | +137.7% | -102.1% | +26.7% |
| All | +31.9% | +102.5% | -70.6% | +6.0% |
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 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