+62.6%
KEY vs AMDL
+20.7%
+41.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -34.9% | +32.1% | -0.5% |
| 7D | -2.5% | -52.7% | +50.3% | +1.5% |
| 30D | +4.1% | -65.3% | +69.4% | +10.2% |
| 3M | -8.4% | -40.8% | +32.5% | -6.9% |
| 6M | -2.3% | -12.9% | +10.6% | -6.8% |
| YTD | +4.6% | +98.0% | -93.4% | -9.9% |
| 1Y | +24.6% | +30.1% | -5.6% | +11.0% |
| All | +62.6% | +20.7% | +41.9% | +19.0% |
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