+66.4%
KEEL vs AMDL
+131.0%
-64.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.6% | -2.9% |
| 7D | +19.3% | +29.0% | -9.7% | +7.6% |
| 30D | +9.1% | +19.1% | -10.0% | +1.6% |
| 3M | -31.5% | +1.8% | -33.3% | -35.4% |
| 6M | +75.8% | +374.4% | -298.6% | -15.8% |
| YTD | +57.9% | +278.9% | -221.0% | -20.3% |
| 1Y | +133.3% | +510.6% | -377.2% | -4.6% |
| All | +66.4% | +131.0% | -64.6% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling