-98.1%
AMC vs EIX
+105.2%
-203.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | +2.3% | -19.1% | +21.4% | +6.4% |
| 30D | -0.7% | -16.9% | +16.2% | +2.4% |
| 3M | +35.2% | -20.0% | +55.2% | +40.2% |
| 6M | +124.6% | -21.3% | +145.9% | +132.9% |
| YTD | +69.9% | -1.7% | +71.6% | +64.5% |
| 1Y | -2.6% | +9.6% | -12.1% | -9.1% |
| 3Y | -79.8% | -3.7% | -76.1% | -80.7% |
| 5Y | -99.4% | +22.6% | -122.0% | -99.5% |
| 10Y | -98.9% | +17.7% | -116.6% | -99.0% |
| All | -98.1% | +105.2% | -203.2% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling