+44.4%
EFA vs AMDL
+87.1%
-42.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +26.8% | -23.8% | +1.3% |
| 7D | +1.2% | +10.3% | -9.0% | -0.2% |
| 30D | +1.5% | -38.3% | +39.8% | +3.3% |
| 3M | -3.3% | -8.7% | +5.4% | -4.6% |
| 6M | +2.6% | -14.4% | +16.9% | -0.4% |
| YTD | +11.0% | +206.9% | -195.9% | -3.5% |
| 1Y | +15.1% | +144.4% | -129.3% | +1.1% |
| All | +44.4% | +87.1% | -42.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling