-6.7%
EFX vs AMDL
+108.7%
-115.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.5% |
| 7D | +9.2% | -30.7% | +39.9% | +6.7% |
| 30D | +34.8% | -43.8% | +78.6% | +30.7% |
| 3M | +8.8% | -24.5% | +33.3% | +8.6% |
| 6M | +12.3% | +44.7% | -32.4% | +14.5% |
| YTD | -10.6% | +204.0% | -214.6% | -6.9% |
| 1Y | -6.7% | +109.1% | -115.8% | -4.4% |
| All | -6.7% | +108.7% | -115.4% | -4.4% |
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