+142.8%
EFA vs AMCR
+14.6%
+128.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | -1.5% | -6.3% | +4.7% | +0.6% |
| 30D | -1.7% | -7.8% | +6.1% | +1.0% |
| 3M | +3.5% | +7.5% | -4.0% | +0.6% |
| 6M | +9.5% | +2.7% | +6.8% | +7.6% |
| YTD | +12.9% | +6.0% | +6.8% | +9.2% |
| 1Y | +18.2% | +7.8% | +10.4% | +13.5% |
| 3Y | +64.8% | +5.8% | +59.0% | +56.5% |
| 5Y | +53.9% | -11.6% | +65.5% | +54.7% |
| All | +142.8% | +14.6% | +128.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling