-31.4%
EFX vs AMDL
+505.2%
-536.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +11.7% | -14.7% | -2.5% |
| 7D | -7.8% | +19.9% | -27.8% | -6.9% |
| 30D | -5.7% | +6.3% | -12.0% | -5.1% |
| 3M | +2.5% | -9.9% | +12.4% | +3.3% |
| 6M | -16.7% | +394.3% | -411.0% | -13.8% |
| YTD | -20.2% | +257.3% | -277.5% | -17.7% |
| 1Y | -31.4% | +508.5% | -539.9% | -26.7% |
| All | -31.4% | +505.2% | -536.6% | -26.7% |
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