+72.1%
KEY vs AMDL
+95.0%
-23.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.2% | -8.9% | -0.4% |
| 7D | +2.2% | +4.5% | -2.3% | +1.9% |
| 30D | -3.0% | -4.4% | +1.4% | -2.9% |
| 3M | +3.3% | -30.5% | +33.8% | +3.7% |
| 6M | +9.2% | +300.9% | -291.7% | -7.4% |
| YTD | +10.6% | +219.9% | -209.3% | -6.0% |
| 1Y | +20.4% | +374.7% | -354.3% | -5.7% |
| All | +72.1% | +95.0% | -23.0% | +24.2% |
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