-98.8%
AMC vs EFV
+163.3%
-262.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.1% |
| 7D | +3.5% | +2.5% | +1.0% | +0.6% |
| 30D | +12.5% | +2.9% | +9.5% | +9.2% |
| 3M | +23.6% | -1.4% | +25.0% | +26.7% |
| 6M | +144.4% | +5.5% | +138.8% | +132.1% |
| YTD | +108.3% | +16.1% | +92.3% | +77.2% |
| 1Y | +38.9% | +20.3% | +18.6% | +13.3% |
| 3Y | -58.9% | +90.4% | -149.3% | -80.8% |
| 5Y | -99.2% | +93.5% | -192.7% | -99.6% |
| All | -98.8% | +163.3% | -262.1% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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