+337.5%
AMD vs EIX
+22.8%
+314.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.5% |
| 7D | +2.6% | -19.1% | +21.7% | +6.3% |
| 30D | -0.9% | -16.9% | +16.0% | +1.8% |
| 3M | -8.7% | -20.0% | +11.3% | -5.7% |
| 6M | +136.3% | -21.3% | +157.7% | +144.9% |
| YTD | +123.0% | -1.7% | +124.7% | +115.0% |
| 1Y | +195.2% | +9.6% | +185.6% | +173.3% |
| 3Y | +336.3% | -3.7% | +340.0% | +303.1% |
| All | +337.5% | +22.8% | +314.8% | +252.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling