+103.2%
KEYS vs AMDL
+145.7%
-42.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.9% | -12.3% | -2.6% |
| 7D | +16.7% | +103.5% | -86.8% | +2.0% |
| 30D | -17.8% | -18.3% | +0.5% | -17.4% |
| 3M | -14.2% | +20.1% | -34.2% | -19.9% |
| 6M | -15.9% | +15.9% | -31.8% | -23.5% |
| YTD | +49.7% | +303.0% | -253.3% | +6.0% |
| 1Y | +65.3% | +164.0% | -98.7% | +23.7% |
| All | +103.2% | +145.7% | -42.5% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling