+40.2%
AMC vs EIX
+18.9%
+21.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +8.0% |
| 7D | +17.7% | +4.5% | +13.2% | +18.8% |
| 30D | +26.2% | +15.2% | +11.0% | +30.2% |
| 3M | +31.3% | -11.6% | +42.9% | +30.3% |
| 6M | +142.8% | -8.4% | +151.1% | +144.6% |
| YTD | +125.6% | +8.2% | +117.4% | +123.4% |
| 1Y | +40.2% | +16.6% | +23.7% | +38.2% |
| All | +40.2% | +18.9% | +21.3% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling