+146.3%
EFA vs AMT
+134.0%
+12.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.4% |
| 30D | +1.6% | +4.2% | -2.6% | +0.4% |
| 3M | -3.2% | +13.4% | -16.6% | -6.6% |
| 6M | +2.5% | +9.4% | -6.9% | -0.7% |
| YTD | +10.7% | +11.7% | -1.0% | +6.2% |
| 1Y | +12.8% | +7.1% | +5.6% | +9.4% |
| 3Y | +66.4% | +15.1% | +51.3% | +54.2% |
| 5Y | +51.4% | -17.9% | +69.2% | +54.0% |
| 10Y | +146.3% | +133.5% | +12.8% | +104.0% |
| All | +146.3% | +134.0% | +12.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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