-98.7%
AMC vs EFX
+63.8%
-162.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +8.9% | +8.6% |
| 7D | +6.6% | -2.2% | +8.8% | +7.5% |
| 30D | +14.1% | +29.2% | -15.1% | +1.1% |
| 3M | +31.3% | +3.5% | +27.8% | +27.8% |
| 6M | +126.7% | +7.8% | +118.9% | +115.8% |
| YTD | +117.9% | -12.4% | +130.4% | +125.3% |
| 1Y | +41.1% | -8.2% | +49.3% | +42.8% |
| 3Y | -61.0% | +4.7% | -65.7% | -65.0% |
| 5Y | -99.1% | -32.0% | -67.1% | -99.1% |
| 10Y | -98.7% | +69.1% | -167.7% | -99.0% |
| All | -98.7% | +63.8% | -162.5% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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