+49.5%
IEFA vs AMDL
+117.8%
-68.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.7% | -12.3% | -1.3% |
| 7D | +1.2% | +19.9% | -18.8% | -0.1% |
| 30D | -0.6% | +6.3% | -6.8% | -1.2% |
| 3M | +6.2% | -9.9% | +16.1% | +5.1% |
| 6M | +11.2% | +394.3% | -383.1% | -3.5% |
| YTD | +14.2% | +257.3% | -243.1% | 0.0% |
| 1Y | +20.0% | +508.5% | -488.5% | -1.2% |
| All | +49.5% | +117.8% | -68.3% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling