+50.9%
XLE vs AMDL
+95.0%
-44.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.1% | -1.1% |
| 7D | +2.2% | +4.5% | -2.3% | +2.1% |
| 30D | +11.8% | -4.4% | +16.2% | +11.8% |
| 3M | +9.8% | -30.5% | +40.3% | +10.0% |
| 6M | +15.6% | +300.9% | -285.3% | +5.7% |
| YTD | +45.3% | +219.9% | -174.7% | +32.9% |
| 1Y | +48.3% | +374.7% | -326.4% | +28.9% |
| All | +50.9% | +95.0% | -44.1% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling