+12.8%
EFA vs AMC
+33.2%
-20.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.3% |
| 7D | +2.2% | +3.5% | -1.3% | +2.0% |
| 30D | +1.4% | +12.5% | -11.1% | +0.7% |
| 3M | -4.2% | +23.6% | -27.7% | -5.3% |
| 6M | +1.9% | +144.4% | -142.4% | -5.5% |
| YTD | +10.2% | +108.3% | -98.1% | +2.3% |
| 1Y | +12.8% | +38.9% | -26.1% | +9.2% |
| All | +12.8% | +33.2% | -20.4% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling