-97.7%
AMC vs EIX
+118.1%
-215.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.4% |
| 30D | +9.0% | +9.1% | -0.1% | +6.9% |
| 3M | +22.2% | -10.2% | +32.4% | +23.5% |
| 6M | +91.5% | -11.2% | +102.7% | +92.7% |
| YTD | +101.3% | +4.5% | +96.8% | +92.0% |
| 1Y | +20.8% | +10.9% | +9.9% | +12.9% |
| 3Y | -71.3% | +8.4% | -79.7% | -73.4% |
| 5Y | -99.2% | +18.0% | -117.2% | -99.3% |
| 10Y | -98.7% | +30.3% | -129.0% | -98.9% |
| All | -97.7% | +118.1% | -215.8% | -98.2% |
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 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