+23.5%
KEY vs AMDL
+168.6%
-145.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.3% | -13.9% | +0.1% |
| 7D | -0.5% | +18.5% | -19.0% | -1.2% |
| 30D | +6.7% | -24.2% | +31.0% | +6.8% |
| 3M | -4.6% | +11.5% | -16.1% | -5.5% |
| 6M | +2.6% | -1.0% | +3.6% | +0.8% |
| YTD | +7.0% | +260.3% | -253.3% | +0.4% |
| 1Y | +23.5% | +178.2% | -154.7% | +15.8% |
| All | +23.5% | +168.6% | -145.1% | +15.8% |
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