-58.9%
AMC vs EFX
+4.8%
-63.7%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +3.5% | -0.8% | +4.3% | +3.8% |
| 30D | +12.5% | +25.1% | -12.7% | +3.3% |
| 3M | +23.6% | +1.7% | +21.9% | +21.9% |
| 6M | +144.4% | +18.4% | +126.0% | +127.4% |
| YTD | +108.3% | -12.5% | +120.8% | +112.9% |
| 1Y | +38.9% | -8.1% | +47.0% | +39.8% |
| 3Y | -58.9% | +4.8% | -63.6% | -71.5% |
| All | -58.9% | +4.8% | -63.7% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling