+95.0%
AMDL vs EFV
+74.3%
+20.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.6% |
| 7D | +4.5% | +1.5% | +3.0% | -0.5% |
| 30D | -4.4% | +1.7% | -6.1% | -9.5% |
| 3M | -30.5% | +8.6% | -39.1% | -44.2% |
| 6M | +300.9% | +11.7% | +289.2% | +209.4% |
| YTD | +219.9% | +19.3% | +200.7% | +102.9% |
| 1Y | +374.7% | +30.2% | +344.5% | +134.1% |
| All | +95.0% | +74.3% | +20.8% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling