+5.2%
AMCR vs EFV
+14.9%
-9.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.5% |
| 7D | -6.3% | -0.5% | -5.8% | -5.6% |
| 30D | -7.1% | 0.0% | -7.1% | -7.2% |
| 3M | +12.7% | +8.4% | +4.2% | +0.1% |
| 6M | +5.2% | +12.3% | -7.2% | -11.3% |
| All | +5.2% | +14.9% | -9.7% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling