+48.3%
EFA vs AMDL
+117.8%
-69.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.2% | -1.3% |
| 7D | +1.2% | +19.9% | -18.8% | -0.1% |
| 30D | -0.7% | +6.3% | -7.0% | -1.4% |
| 3M | +6.4% | -9.9% | +16.3% | +5.3% |
| 6M | +11.4% | +394.3% | -382.9% | -3.4% |
| YTD | +14.0% | +257.3% | -243.3% | -0.3% |
| 1Y | +20.2% | +508.5% | -488.3% | -1.1% |
| All | +48.3% | +117.8% | -69.5% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling