+54.3%
KEEL vs AMDL
+115.6%
-61.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -6.7% | -0.6% | -4.6% |
| 7D | +2.7% | +20.7% | -18.0% | -4.8% |
| 30D | +4.6% | +9.4% | -4.9% | +0.7% |
| 3M | -34.5% | +5.6% | -40.1% | -38.8% |
| 6M | +59.3% | +340.3% | -281.0% | -21.4% |
| YTD | +46.4% | +253.6% | -207.3% | -24.0% |
| 1Y | +96.6% | +443.4% | -346.8% | -16.0% |
| All | +54.3% | +115.6% | -61.3% | -39.0% |
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 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