+324.3%
EFX vs AMCR
+97.2%
+227.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.7% | -1.3% |
| 7D | -9.4% | -6.3% | -3.1% | -7.7% |
| 30D | -6.9% | -7.1% | +0.2% | -4.9% |
| 3M | +0.1% | +12.7% | -12.5% | -3.0% |
| 6M | -17.3% | +5.2% | -22.5% | -18.6% |
| YTD | -21.8% | +8.1% | -29.9% | -24.1% |
| 1Y | -32.5% | +11.7% | -44.3% | -35.1% |
| 3Y | -12.3% | +9.9% | -22.3% | -15.5% |
| 5Y | -36.6% | -8.7% | -28.0% | -36.0% |
| 10Y | +41.0% | +16.8% | +24.2% | +33.4% |
| All | +324.3% | +97.2% | +227.1% | +292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling