-24.6%
EFX vs AMDL
+87.1%
-111.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +26.8% | -27.4% | -0.6% |
| 7D | -2.2% | +10.3% | -12.4% | -2.1% |
| 30D | +29.2% | -38.3% | +67.5% | +29.5% |
| 3M | +3.5% | -8.7% | +12.2% | +3.2% |
| 6M | +7.8% | -14.4% | +22.2% | +6.0% |
| YTD | -12.4% | +206.9% | -219.4% | -21.1% |
| 1Y | -8.2% | +144.4% | -152.6% | -16.5% |
| All | -24.6% | +87.1% | -111.7% | -39.9% |
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 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