+7,765.4%
AMD vs EFV
+163.3%
+7,602.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.1% | -9.2% |
| 7D | +18.9% | +2.5% | +16.4% | +15.5% |
| 30D | -6.4% | +2.9% | -9.4% | -9.5% |
| 3M | +10.6% | -1.4% | +12.0% | +12.9% |
| 6M | +19.9% | +5.5% | +14.3% | +13.5% |
| YTD | +149.4% | +16.1% | +133.3% | +111.5% |
| 1Y | +115.4% | +20.3% | +95.1% | +75.0% |
| 3Y | +357.3% | +90.4% | +266.9% | +116.3% |
| 5Y | +261.1% | +93.5% | +167.6% | +71.2% |
| All | +7,765.4% | +163.3% | +7,602.1% | +3,511.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling