+126.1%
AMD vs EFA
+11.7%
+114.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +7.2% |
| 7D | +44.7% | +1.3% | +43.5% | +40.9% |
| 30D | -3.3% | +0.5% | -3.9% | -3.0% |
| 3M | +21.2% | -4.1% | +25.3% | +34.5% |
| 6M | +30.6% | +2.4% | +28.1% | +29.1% |
| YTD | +173.3% | +10.0% | +163.3% | +137.0% |
| 1Y | +126.1% | +11.4% | +114.7% | +91.4% |
| All | +126.1% | +11.7% | +114.4% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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