+378.9%
EFA vs AMT
+1,658.4%
-1,279.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | -2.4% | +1.4% | -0.5% |
| 30D | +1.6% | +4.2% | -2.6% | +0.7% |
| 3M | -3.2% | +13.4% | -16.6% | -5.7% |
| 6M | +2.5% | +9.4% | -6.9% | +0.1% |
| YTD | +10.7% | +11.7% | -1.0% | +7.5% |
| 1Y | +12.8% | +7.1% | +5.6% | +10.3% |
| 3Y | +66.4% | +15.1% | +51.3% | +58.6% |
| 5Y | +51.4% | -17.9% | +69.2% | +52.8% |
| 10Y | +146.3% | +133.5% | +12.8% | +101.7% |
| All | +378.9% | +1,658.4% | -1,279.6% | +196.3% |
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