+65.5%
KEY vs AMDL
+145.7%
-80.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.4% | -1.3% |
| 7D | +1.8% | +103.5% | -101.8% | -3.1% |
| 30D | +7.1% | -18.3% | +25.4% | +7.0% |
| 3M | -5.9% | +20.1% | -26.0% | -8.9% |
| 6M | +2.2% | +15.9% | -13.7% | -3.4% |
| YTD | +6.4% | +303.0% | -296.6% | -12.7% |
| 1Y | +24.8% | +164.0% | -139.2% | +6.3% |
| All | +65.5% | +145.7% | -80.2% | +15.4% |
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