+54.8%
EFA vs AMT
-31.2%
+86.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -0.7% | +1.8% | -2.6% | -1.1% |
| 3M | +6.4% | -6.2% | +12.6% | +7.6% |
| 6M | +11.4% | -5.0% | +16.4% | +12.1% |
| YTD | +14.0% | +2.1% | +11.9% | +12.6% |
| 1Y | +20.2% | -5.7% | +26.0% | +20.9% |
| 3Y | +68.2% | +7.9% | +60.3% | +58.8% |
| 5Y | +54.8% | -32.3% | +87.1% | +63.8% |
| All | +54.8% | -31.2% | +86.0% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling