+395.7%
EFA vs AMT
+1,508.0%
-1,112.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +0.9% | +4.6% | -3.8% | -0.1% |
| 3M | +4.9% | -8.4% | +13.3% | +6.4% |
| 6M | +8.6% | -6.0% | +14.6% | +9.4% |
| YTD | +14.6% | +2.1% | +12.5% | +13.4% |
| 1Y | +22.6% | -6.4% | +29.0% | +23.3% |
| 3Y | +66.5% | +8.1% | +58.5% | +60.7% |
| 5Y | +54.5% | -31.9% | +86.5% | +62.1% |
| 10Y | +144.8% | +97.1% | +47.7% | +107.2% |
| All | +395.7% | +1,508.0% | -1,112.3% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling