-99.5%
AMC vs EFV
+96.3%
-195.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.4% |
| 7D | -0.8% | +1.0% | -1.8% | -2.2% |
| 30D | -1.2% | +0.2% | -1.3% | -1.3% |
| 3M | +42.2% | +9.6% | +32.6% | +24.7% |
| 6M | +118.8% | +14.0% | +104.8% | +84.0% |
| YTD | +64.1% | +18.5% | +45.6% | +29.9% |
| 1Y | -9.5% | +27.9% | -37.4% | -35.9% |
| 3Y | -64.3% | +92.4% | -156.8% | -86.9% |
| 5Y | -99.5% | +97.2% | -196.6% | -99.8% |
| All | -99.5% | +96.3% | -195.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling