+134.6%
EFA vs AMC
-97.5%
+232.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -0.6% |
| 7D | +1.2% | +5.5% | -4.2% | +1.1% |
| 30D | +0.9% | +16.1% | -15.2% | +0.6% |
| 3M | -3.4% | +43.0% | -46.4% | -4.2% |
| 6M | +2.0% | +130.7% | -128.7% | -0.2% |
| YTD | +10.4% | +121.8% | -111.4% | +7.9% |
| 1Y | +13.3% | +40.7% | -27.4% | +11.7% |
| 3Y | +65.9% | -56.8% | +122.7% | +65.3% |
| 5Y | +51.5% | -99.1% | +150.6% | +57.4% |
| 10Y | +144.1% | -98.7% | +242.8% | +152.1% |
| All | +134.6% | -97.5% | +232.1% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling