+38.4%
XOP vs AMDL
+117.8%
-79.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.7% | -10.0% | +1.1% |
| 7D | +0.6% | +19.9% | -19.3% | -0.3% |
| 30D | +16.5% | +6.3% | +10.3% | +16.0% |
| 3M | +15.7% | -9.9% | +25.6% | +14.7% |
| 6M | +19.2% | +394.3% | -375.1% | +1.9% |
| YTD | +55.0% | +257.3% | -202.3% | +33.7% |
| 1Y | +54.2% | +508.5% | -454.4% | +21.3% |
| All | +38.4% | +117.8% | -79.4% | -1.1% |
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