+38.9%
AMC vs EFX
-7.6%
+46.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.5% |
| 3M | +23.6% | +1.7% | +21.9% | +22.1% |
| 6M | +144.4% | +18.4% | +126.0% | +122.6% |
| YTD | +108.3% | -12.5% | +120.8% | +114.7% |
| 1Y | +38.9% | -8.1% | +47.0% | +39.7% |
| All | +38.9% | -7.6% | +46.5% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling