+6,406.4%
AMD vs EIX
+17.3%
+6,389.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.5% |
| 7D | +2.6% | -19.1% | +21.7% | +6.6% |
| 30D | -0.9% | -16.9% | +16.0% | +2.1% |
| 3M | -8.7% | -20.0% | +11.3% | -5.4% |
| 6M | +136.3% | -21.3% | +157.7% | +145.7% |
| YTD | +123.0% | -1.7% | +124.7% | +117.4% |
| 1Y | +195.2% | +9.6% | +185.6% | +178.2% |
| 3Y | +336.3% | -3.7% | +340.0% | +316.7% |
| 5Y | +334.5% | +22.6% | +311.9% | +285.1% |
| All | +6,406.4% | +17.3% | +6,389.1% | +5,404.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling