-98.8%
AMC vs EFX
+80.5%
-179.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | +3.5% | -0.8% | +4.3% | +3.8% |
| 30D | +12.5% | +25.1% | -12.7% | +1.0% |
| 3M | +23.6% | +1.7% | +21.9% | +21.2% |
| 6M | +144.4% | +18.4% | +126.0% | +122.9% |
| YTD | +108.3% | -12.5% | +120.8% | +115.5% |
| 1Y | +38.9% | -8.1% | +47.0% | +40.5% |
| 3Y | -58.9% | +4.8% | -63.6% | -63.2% |
| 5Y | -99.2% | -30.1% | -69.1% | -99.2% |
| All | -98.8% | +80.5% | -179.3% | -99.1% |
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