+14.6%
AMCR vs EFV
+169.9%
-155.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.5% |
| 7D | -6.3% | -0.8% | -5.5% | -5.7% |
| 30D | -7.8% | +0.6% | -8.4% | -8.3% |
| 3M | +7.5% | +7.5% | 0.0% | +1.4% |
| 6M | +2.7% | +13.0% | -10.3% | -6.5% |
| YTD | +6.0% | +18.3% | -12.3% | -6.8% |
| 1Y | +7.8% | +26.7% | -18.9% | -10.3% |
| 3Y | +5.8% | +89.6% | -83.8% | -36.2% |
| 5Y | -11.6% | +98.2% | -109.8% | -48.8% |
| All | +14.6% | +169.9% | -155.3% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling