-9.5%
AMC vs EFX
-30.2%
+20.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.3% |
| 7D | -0.8% | -7.8% | +7.1% | +2.0% |
| 30D | -1.2% | -5.7% | +4.6% | +0.7% |
| 3M | +42.2% | +2.5% | +39.7% | +39.1% |
| 6M | +118.8% | -16.7% | +135.5% | +122.5% |
| YTD | +64.1% | -20.2% | +84.3% | +66.4% |
| 1Y | -9.5% | -31.4% | +21.8% | -13.4% |
| All | -9.5% | -30.2% | +20.7% | -13.4% |
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