+39.7%
EFX vs AMCR
+14.6%
+25.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | -4.5% | -6.3% | +1.7% | -2.2% |
| 30D | -6.1% | -7.8% | +1.7% | -3.2% |
| 3M | +6.2% | +7.5% | -1.3% | +3.7% |
| 6M | -11.2% | +2.7% | -13.9% | -12.3% |
| YTD | -21.4% | +6.0% | -27.4% | -24.0% |
| 1Y | -34.3% | +7.8% | -42.1% | -36.9% |
| 3Y | -12.5% | +5.8% | -18.3% | -16.0% |
| 5Y | -35.6% | -11.6% | -24.0% | -34.2% |
| All | +39.7% | +14.6% | +25.0% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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