+146.5%
EFA vs AMT
+136.5%
+10.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +1.4% | +6.8% | -5.4% | -0.5% |
| 3M | -4.2% | +11.2% | -15.4% | -7.1% |
| 6M | +1.9% | +12.5% | -10.6% | -2.0% |
| YTD | +10.2% | +12.5% | -2.3% | +5.5% |
| 1Y | +12.8% | +10.1% | +2.7% | +8.6% |
| 3Y | +65.2% | +16.0% | +49.2% | +52.7% |
| 5Y | +49.8% | -17.2% | +67.0% | +52.1% |
| All | +146.5% | +136.5% | +10.0% | +103.8% |
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