-25.6%
EFX vs AMDL
+384.9%
-410.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +9.2% | -15.6% | -5.9% |
| 7D | -8.6% | +4.5% | -13.2% | -8.4% |
| 30D | +0.1% | -4.4% | +4.5% | +0.1% |
| 3M | +3.8% | -30.5% | +34.3% | +3.9% |
| 6M | -13.5% | +300.9% | -314.4% | -10.3% |
| YTD | -17.7% | +219.9% | -237.6% | -14.9% |
| 1Y | -25.6% | +374.7% | -400.3% | -17.9% |
| All | -25.6% | +384.9% | -410.5% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling