+42.9%
XOP vs AMDL
+130.1%
-87.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -17.6% | +18.5% | +0.7% |
| 7D | +6.3% | +37.2% | -30.9% | +6.9% |
| 30D | -6.6% | -24.0% | +17.4% | -6.9% |
| 3M | +3.6% | -1.0% | +4.6% | +4.0% |
| 6M | +10.8% | -3.2% | +14.0% | +12.6% |
| YTD | +48.3% | +232.2% | -184.0% | +48.8% |
| 1Y | +42.9% | +137.7% | -94.8% | +48.9% |
| All | +42.9% | +130.1% | -87.2% | +48.9% |
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 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