+199.0%
AMD vs EFA
+45.7%
+153.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +12.5% |
| 7D | -11.0% | -1.4% | -9.6% | -8.2% |
| 30D | -30.5% | -1.2% | -29.3% | -28.3% |
| 3M | -8.2% | -5.1% | -3.1% | +1.9% |
| 6M | +6.6% | -1.2% | +7.8% | +12.5% |
| YTD | +109.7% | +7.8% | +101.9% | +90.6% |
| 1Y | +88.9% | +12.2% | +76.7% | +60.4% |
| 3Y | +301.8% | +61.5% | +240.3% | +80.4% |
| All | +199.0% | +45.7% | +153.4% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling