+47.6%
AMDL vs EFV
+65.4%
-17.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -1.4% | +23.7% | +26.7% |
| 7D | -26.2% | -0.7% | -25.5% | -23.8% |
| 30D | -57.1% | +0.9% | -58.0% | -57.6% |
| 3M | -29.8% | -3.6% | -26.3% | -20.4% |
| 6M | -22.2% | +2.5% | -24.7% | -23.3% |
| YTD | +142.1% | +13.2% | +128.9% | +83.4% |
| 1Y | +85.8% | +20.3% | +65.5% | +18.6% |
| All | +47.6% | +65.4% | -17.8% | -60.1% |
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