+49.9%
XLE vs AMDL
+108.7%
-58.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.7% |
| 7D | -7.2% | -30.7% | +23.5% | -8.0% |
| 30D | +0.1% | -43.8% | +43.9% | -1.2% |
| 3M | +9.2% | -24.5% | +33.7% | +8.8% |
| 6M | +8.4% | +44.7% | -36.3% | +11.3% |
| YTD | +44.9% | +204.0% | -159.1% | +49.9% |
| 1Y | +49.9% | +109.1% | -59.2% | +55.7% |
| All | +49.9% | +108.7% | -58.8% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling