+301.8%
AMD vs EFA
+60.9%
+240.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +12.5% |
| 7D | -11.0% | -1.4% | -9.6% | -8.0% |
| 30D | -30.5% | -1.2% | -29.3% | -28.2% |
| 3M | -8.2% | -5.1% | -3.1% | +2.2% |
| 6M | +6.6% | -1.2% | +7.8% | +12.6% |
| YTD | +109.7% | +7.8% | +101.9% | +91.7% |
| 1Y | +88.9% | +12.2% | +76.7% | +61.6% |
| 3Y | +301.8% | +61.5% | +240.3% | +103.2% |
| All | +301.8% | +60.9% | +240.9% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling