+3,021.4%
AMD vs EFA
+394.8%
+2,626.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | +2.6% | +0.6% | +2.0% | +1.8% |
| 30D | -0.9% | +0.9% | -1.8% | -2.0% |
| 3M | -8.7% | +4.9% | -13.6% | -12.8% |
| 6M | +136.3% | +8.6% | +127.8% | +118.1% |
| YTD | +123.0% | +14.6% | +108.4% | +92.6% |
| 1Y | +195.2% | +22.6% | +172.5% | +135.1% |
| 3Y | +336.3% | +66.5% | +269.8% | +144.3% |
| 5Y | +334.5% | +54.5% | +279.9% | +181.0% |
| 10Y | +6,259.1% | +144.8% | +6,114.3% | +2,364.2% |
| All | +3,021.4% | +394.8% | +2,626.6% | +335.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling