+22,860.1%
AMD vs IEFA
+217.0%
+22,643.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | +2.6% | +0.6% | +2.0% | +1.7% |
| 30D | -0.9% | +1.0% | -2.0% | -2.4% |
| 3M | -8.7% | +4.7% | -13.4% | -13.3% |
| 6M | +136.3% | +8.6% | +127.8% | +115.1% |
| YTD | +123.0% | +14.8% | +108.2% | +87.6% |
| 1Y | +195.2% | +22.6% | +172.6% | +127.2% |
| 3Y | +336.3% | +67.0% | +269.3% | +123.7% |
| 5Y | +334.5% | +52.3% | +282.2% | +163.2% |
| 10Y | +6,259.1% | +147.3% | +6,111.8% | +2,070.6% |
| All | +22,860.1% | +217.0% | +22,643.1% | +5,028.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling