-99.3%
AMC vs EIX
+18.0%
-117.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | +9.0% | +9.1% | -0.1% | +6.8% |
| 3M | +22.2% | -10.2% | +32.4% | +23.7% |
| 6M | +91.5% | -11.2% | +102.7% | +92.1% |
| YTD | +101.3% | +4.5% | +96.8% | +86.0% |
| 1Y | +20.8% | +10.9% | +9.9% | +8.3% |
| 3Y | -71.3% | +8.4% | -79.7% | -75.4% |
| All | -99.3% | +18.0% | -117.3% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling