+39.3%
OKE vs AMDL
+131.0%
-91.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.0% | -7.8% | -1.8% |
| 7D | -0.2% | +29.0% | -29.2% | -0.6% |
| 30D | +6.1% | +19.1% | -13.0% | +5.7% |
| 3M | +10.4% | +1.8% | +8.7% | +9.7% |
| 6M | +14.2% | +374.4% | -360.2% | +5.1% |
| YTD | +35.3% | +278.9% | -243.6% | +24.5% |
| 1Y | +40.6% | +510.6% | -469.9% | +21.4% |
| All | +39.3% | +131.0% | -91.7% | +12.3% |
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 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