-67.4%
AMC vs EFX
-10.5%
-56.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +6.8% |
| 7D | +2.3% | -8.6% | +11.0% | +5.8% |
| 30D | -0.7% | +0.1% | -0.9% | -1.2% |
| 3M | +35.2% | +3.8% | +31.4% | +31.6% |
| 6M | +124.6% | -13.5% | +138.1% | +134.3% |
| YTD | +69.9% | -17.7% | +87.5% | +79.5% |
| 1Y | -2.6% | -25.6% | +23.0% | +5.8% |
| All | -67.4% | -10.5% | -56.8% | -69.0% |
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 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