+46.5%
IEFA vs AMDL
+115.6%
-69.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.7% | +5.8% | -0.5% |
| 7D | -2.4% | +20.7% | -23.1% | -3.7% |
| 30D | -2.1% | +9.4% | -11.5% | -2.9% |
| 3M | +5.5% | +5.6% | -0.1% | +3.3% |
| 6M | +8.1% | +340.3% | -332.1% | -5.4% |
| YTD | +11.9% | +253.6% | -241.7% | -2.0% |
| 1Y | +18.1% | +443.4% | -425.3% | -1.8% |
| All | +46.5% | +115.6% | -69.0% | +17.8% |
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