+22.6%
KRE vs AMDL
+127.5%
-104.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.8% | -25.0% | +1.5% |
| 7D | -0.4% | +10.3% | -10.6% | -0.5% |
| 30D | +6.4% | -38.3% | +44.7% | +6.6% |
| 3M | -3.1% | -8.7% | +5.6% | -3.3% |
| 6M | +6.4% | -14.4% | +20.7% | +5.5% |
| YTD | +15.3% | +206.9% | -191.6% | +11.1% |
| All | +22.6% | +127.5% | -104.9% | +18.3% |
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