-97.7%
AMC vs EFV
+137.6%
-235.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.4% | +3.4% |
| 7D | +2.6% | -0.7% | +3.3% | +3.7% |
| 30D | +9.0% | +0.9% | +8.1% | +8.5% |
| 3M | +22.2% | -3.6% | +25.7% | +27.9% |
| 6M | +91.5% | +2.5% | +88.9% | +88.5% |
| YTD | +101.3% | +13.2% | +88.1% | +78.9% |
| 1Y | +20.8% | +20.3% | +0.4% | +0.7% |
| 3Y | -71.3% | +84.9% | -156.2% | -84.9% |
| 5Y | -99.2% | +87.7% | -187.0% | -99.6% |
| 10Y | -98.7% | +160.7% | -259.4% | -99.5% |
| All | -97.7% | +137.6% | -235.3% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling