-56.8%
AMC vs EIX
+10.5%
-67.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +5.5% | +1.0% | +4.5% | +5.4% |
| 30D | +16.1% | +8.9% | +7.2% | +15.5% |
| 3M | +43.0% | -9.8% | +52.8% | +44.1% |
| 6M | +130.7% | -10.2% | +140.9% | +130.5% |
| YTD | +121.8% | +5.9% | +115.9% | +110.1% |
| 1Y | +40.7% | +10.9% | +29.8% | +31.3% |
| 3Y | -56.8% | +10.2% | -67.0% | -60.4% |
| All | -56.8% | +10.5% | -67.3% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling