-97.7%
AMC vs EFX
+221.7%
-319.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.9% |
| 7D | +2.6% | +2.7% | -0.1% | +1.3% |
| 30D | +9.0% | +33.1% | -24.1% | -4.8% |
| 3M | +22.2% | +8.2% | +14.0% | +16.5% |
| 6M | +91.5% | +10.2% | +81.3% | +80.4% |
| YTD | +101.3% | -11.8% | +113.1% | +107.6% |
| 1Y | +20.8% | -6.1% | +26.9% | +20.9% |
| 3Y | -71.3% | +7.5% | -78.8% | -74.6% |
| 5Y | -99.2% | -30.7% | -68.6% | -99.2% |
| 10Y | -98.7% | +68.7% | -167.4% | -99.1% |
| All | -97.7% | +221.7% | -319.4% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling