+31.2%
XOP vs AMDL
+145.7%
-114.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.2% | +1.1% |
| 7D | +5.2% | +103.5% | -98.4% | +1.8% |
| 30D | -8.4% | -18.3% | +10.0% | -8.4% |
| 3M | +2.9% | +20.1% | -17.1% | +0.6% |
| 6M | +8.8% | +15.9% | -7.1% | +4.7% |
| YTD | +46.9% | +303.0% | -256.1% | +24.5% |
| 1Y | +41.5% | +164.0% | -122.5% | +24.3% |
| All | +31.2% | +145.7% | -114.5% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling