+67.6%
EFA vs AMT
+13.8%
+53.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.2% | +0.4% | +0.8% | +1.2% |
| 30D | +1.5% | +3.7% | -2.2% | +1.1% |
| 3M | -3.3% | +10.7% | -14.0% | -4.5% |
| 6M | +2.6% | +9.3% | -6.7% | +1.2% |
| YTD | +11.0% | +10.9% | +0.1% | +9.3% |
| 1Y | +15.1% | +10.5% | +4.6% | +13.3% |
| 3Y | +67.6% | +15.5% | +52.1% | +59.8% |
| All | +67.6% | +13.8% | +53.8% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling