+108.5%
AMD vs EFV
+22.1%
+86.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.7% | +10.5% | +8.3% |
| 7D | +8.9% | +1.7% | +7.2% | +6.3% |
| 30D | -16.4% | +3.4% | -19.8% | -20.7% |
| 3M | +5.2% | -1.7% | +6.9% | +9.0% |
| 6M | +11.7% | +6.4% | +5.3% | +1.4% |
| YTD | +137.5% | +16.3% | +121.2% | +87.2% |
| All | +108.5% | +22.1% | +86.3% | +53.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling