+131.0%
AMDL vs EFV
+71.5%
+59.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.9% | +6.9% | +8.9% |
| 7D | +29.0% | -0.5% | +29.5% | +30.2% |
| 30D | +19.1% | 0.0% | +19.1% | +18.4% |
| 3M | +1.8% | +8.4% | -6.6% | -19.0% |
| 6M | +374.4% | +12.3% | +362.1% | +259.7% |
| YTD | +278.9% | +17.4% | +261.5% | +151.5% |
| 1Y | +510.6% | +27.1% | +483.4% | +223.6% |
| All | +131.0% | +71.5% | +59.5% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling