-67.4%
AMC vs EFV
+93.8%
-161.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.5% |
| 7D | +2.3% | +1.5% | +0.8% | +0.7% |
| 30D | -0.7% | +1.7% | -2.5% | -2.5% |
| 3M | +35.2% | +8.6% | +26.6% | +23.9% |
| 6M | +124.6% | +11.7% | +112.9% | +101.8% |
| YTD | +69.9% | +19.3% | +50.6% | +42.9% |
| 1Y | -2.6% | +30.2% | -32.8% | -24.8% |
| All | -67.4% | +93.8% | -161.1% | -85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling