-7.4%
OXY vs AMDL
+87.1%
-94.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +26.8% | -27.9% | -1.7% |
| 7D | -8.2% | +10.3% | -18.4% | -8.6% |
| 30D | -7.2% | -38.3% | +31.0% | -6.7% |
| 3M | +0.2% | -8.7% | +8.9% | -0.5% |
| 6M | +6.1% | -14.4% | +20.5% | +4.5% |
| YTD | +37.5% | +206.9% | -169.4% | +23.1% |
| 1Y | +37.7% | +144.4% | -106.7% | +24.7% |
| All | -7.4% | +87.1% | -94.5% | -30.6% |
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 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