+6,882.0%
AMD vs EFV
+164.4%
+6,717.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.9% |
| 7D | +2.6% | +1.5% | +1.1% | +0.7% |
| 30D | -0.9% | +1.7% | -2.7% | -3.1% |
| 3M | -8.7% | +8.6% | -17.4% | -17.0% |
| 6M | +136.3% | +11.7% | +124.7% | +109.3% |
| YTD | +123.0% | +19.3% | +103.7% | +82.2% |
| 1Y | +195.2% | +30.2% | +165.0% | +116.8% |
| 3Y | +336.3% | +91.6% | +244.8% | +103.5% |
| 5Y | +334.5% | +96.4% | +238.1% | +100.9% |
| All | +6,882.0% | +164.4% | +6,717.6% | +2,485.3% |
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