+6,351.7%
AMD vs EIX
+29.5%
+6,322.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +11.6% |
| 7D | -11.0% | +1.0% | -12.0% | -11.3% |
| 30D | -30.5% | +9.1% | -39.6% | -31.9% |
| 3M | -8.2% | -10.2% | +2.0% | -7.3% |
| 6M | +6.6% | -11.2% | +17.8% | +7.5% |
| YTD | +109.7% | +4.5% | +105.2% | +101.5% |
| 1Y | +88.9% | +10.9% | +78.0% | +78.5% |
| 3Y | +301.8% | +8.4% | +293.4% | +272.8% |
| 5Y | +229.4% | +18.0% | +211.4% | +196.0% |
| All | +6,351.7% | +29.5% | +6,322.3% | +5,568.8% |
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