+348.0%
AMD vs IEFA
+69.5%
+278.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | +2.6% | +0.6% | +2.0% | +1.5% |
| 30D | -0.9% | +1.0% | -2.0% | -2.8% |
| 3M | -8.7% | +4.7% | -13.4% | -14.7% |
| 6M | +136.3% | +8.6% | +127.8% | +110.0% |
| YTD | +123.0% | +14.8% | +108.2% | +80.0% |
| 1Y | +195.2% | +22.6% | +172.6% | +114.2% |
| All | +348.0% | +69.5% | +278.6% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling