+59.6%
KEYS vs AMDL
+108.7%
-49.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -6.6% |
| 7D | -14.8% | -30.7% | +15.9% | -9.1% |
| 30D | -25.6% | -43.8% | +18.2% | -18.0% |
| 3M | -16.2% | -24.5% | +8.3% | -13.7% |
| 6M | -18.6% | +44.7% | -63.3% | -27.0% |
| YTD | +40.7% | +204.0% | -163.3% | +4.4% |
| 1Y | +59.6% | +109.1% | -49.5% | +21.4% |
| All | +59.6% | +108.7% | -49.0% | +21.4% |
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 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