+143.5%
EFA vs AMC
-98.1%
+241.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | +0.6% | +2.3% | -1.7% | +0.5% |
| 30D | +0.9% | -0.7% | +1.6% | +0.8% |
| 3M | +4.9% | +35.2% | -30.3% | +3.9% |
| 6M | +8.6% | +124.6% | -116.0% | +6.3% |
| YTD | +14.6% | +69.9% | -55.3% | +12.8% |
| 1Y | +22.6% | -2.6% | +25.2% | +21.9% |
| 3Y | +66.5% | -79.8% | +146.3% | +67.9% |
| 5Y | +54.5% | -99.4% | +153.9% | +61.8% |
| 10Y | +144.8% | -98.9% | +243.7% | +149.5% |
| All | +143.5% | -98.1% | +241.6% | +119.2% |
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 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