+0.2%
OXY vs AMDL
+117.8%
-117.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | +0.7% |
| 7D | -0.5% | +19.9% | -20.4% | -1.0% |
| 30D | +8.5% | +6.3% | +2.2% | +8.2% |
| 3M | +6.0% | -9.9% | +15.9% | +5.4% |
| 6M | +13.0% | +394.3% | -381.3% | +0.8% |
| YTD | +48.9% | +257.3% | -208.4% | +33.8% |
| 1Y | +36.4% | +508.5% | -472.1% | +13.2% |
| All | +0.2% | +117.8% | -117.6% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling