+19.2%
IEFA vs AMDL
+540.4%
-521.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -1.4% |
| 7D | -0.5% | +29.0% | -29.4% | -1.8% |
| 30D | -1.1% | +19.1% | -20.2% | -2.1% |
| 3M | +5.1% | +1.8% | +3.3% | +3.6% |
| 6M | +9.3% | +374.4% | -365.1% | -0.1% |
| YTD | +13.0% | +278.9% | -266.0% | +3.2% |
| 1Y | +19.2% | +510.6% | -491.4% | +9.9% |
| All | +19.2% | +540.4% | -521.3% | +9.9% |
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