+8,471.9%
AMD vs IEFA
+146.1%
+8,325.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.8% |
| 7D | +10.0% | +1.2% | +8.9% | +8.0% |
| 30D | +4.6% | -0.6% | +5.2% | +5.6% |
| 3M | +3.1% | +6.2% | -3.1% | -4.8% |
| 6M | +162.8% | +11.2% | +151.6% | +129.5% |
| YTD | +136.2% | +14.2% | +122.0% | +98.4% |
| 1Y | +234.0% | +20.0% | +214.0% | +161.8% |
| 3Y | +376.7% | +68.8% | +307.9% | +131.9% |
| 5Y | +376.3% | +52.7% | +323.7% | +177.4% |
| All | +8,471.9% | +146.1% | +8,325.8% | +2,872.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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