+50.3%
IEFA vs AMDL
+95.0%
-44.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.5% |
| 7D | +0.6% | +4.5% | -4.0% | +0.3% |
| 30D | +1.0% | -4.4% | +5.4% | +1.1% |
| 3M | +4.7% | -30.5% | +35.2% | +5.3% |
| 6M | +8.6% | +300.9% | -292.3% | -4.4% |
| YTD | +14.8% | +219.9% | -205.1% | +1.3% |
| 1Y | +22.6% | +374.7% | -352.1% | +2.9% |
| All | +50.3% | +95.0% | -44.7% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling