+199.0%
AMD vs EFV
+87.6%
+111.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +13.2% |
| 7D | -11.0% | -0.7% | -10.4% | -10.1% |
| 30D | -30.5% | +0.9% | -31.4% | -31.3% |
| 3M | -8.2% | -3.6% | -4.7% | -3.0% |
| 6M | +6.6% | +2.5% | +4.0% | +3.8% |
| YTD | +109.7% | +13.2% | +96.5% | +76.9% |
| 1Y | +88.9% | +20.3% | +68.6% | +45.7% |
| 3Y | +301.8% | +84.9% | +216.9% | +62.2% |
| All | +199.0% | +87.6% | +111.5% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling