+55.0%
XOM vs AMDL
+117.8%
-62.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.7% | -10.9% | +0.7% |
| 7D | -2.4% | +19.9% | -22.3% | -2.4% |
| 30D | +5.7% | +6.3% | -0.6% | +5.6% |
| 3M | +6.6% | -9.9% | +16.4% | +6.4% |
| 6M | +7.7% | +394.3% | -386.6% | +2.4% |
| YTD | +36.2% | +257.3% | -221.1% | +29.9% |
| 1Y | +50.5% | +508.5% | -458.1% | +37.6% |
| All | +55.0% | +117.8% | -62.8% | +34.4% |
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