+5.8%
AMCR vs EFV
+90.2%
-84.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.5% |
| 7D | -6.3% | -0.8% | -5.5% | -5.6% |
| 30D | -7.8% | +0.6% | -8.4% | -8.3% |
| 3M | +7.5% | +7.5% | 0.0% | +0.9% |
| 6M | +2.7% | +13.0% | -10.3% | -7.3% |
| YTD | +6.0% | +18.3% | -12.3% | -7.3% |
| 1Y | +7.8% | +26.7% | -18.9% | -10.5% |
| 3Y | +5.8% | +89.6% | -83.8% | -36.4% |
| All | +5.8% | +90.2% | -84.4% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling