+2.8%
EFA vs AMC
+129.7%
-127.0%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.3% | -5.3% | +2.6% |
| 7D | +1.2% | +6.6% | -5.4% | +1.0% |
| 30D | +1.5% | +14.1% | -12.6% | +1.0% |
| 3M | -3.3% | +31.3% | -34.6% | -4.2% |
| All | +2.8% | +129.7% | -127.0% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling