-98.7%
AMC vs EFV
+165.2%
-263.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +5.0% |
| 7D | +6.6% | +1.7% | +4.8% | +4.9% |
| 30D | +14.1% | +3.4% | +10.7% | +10.2% |
| 3M | +31.3% | -1.7% | +33.0% | +35.2% |
| 6M | +126.7% | +6.4% | +120.3% | +113.2% |
| YTD | +117.9% | +16.3% | +101.7% | +85.1% |
| 1Y | +41.1% | +22.9% | +18.2% | +12.3% |
| 3Y | -61.0% | +92.8% | -153.8% | -82.1% |
| 5Y | -99.1% | +93.5% | -192.6% | -99.6% |
| 10Y | -98.7% | +162.1% | -260.8% | -99.5% |
| All | -98.7% | +165.2% | -263.9% | -99.5% |
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