+116.9%
AMD vs EIX
+10.1%
+106.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +6.5% | +1.0% | +5.5% | +6.5% |
| 30D | -15.3% | +8.9% | -24.1% | -14.6% |
| 3M | +9.7% | -9.8% | +19.5% | +9.7% |
| 6M | +13.2% | -10.2% | +23.4% | +14.1% |
| YTD | +140.6% | +5.9% | +134.6% | +156.3% |
| All | +116.9% | +10.1% | +106.8% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling