+44.0%
EFA vs AMDL
+119.6%
-75.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.3% | -14.0% | -0.6% |
| 7D | -1.0% | +18.5% | -19.5% | -2.9% |
| 30D | +1.6% | -24.2% | +25.8% | +2.0% |
| 3M | -3.2% | +11.5% | -14.7% | -5.7% |
| 6M | +2.5% | -1.0% | +3.5% | -1.4% |
| YTD | +10.7% | +260.3% | -249.5% | -4.8% |
| 1Y | +12.8% | +178.2% | -165.4% | -1.8% |
| All | +44.0% | +119.6% | -75.6% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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