+199.0%
AMD vs EIX
+18.0%
+181.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +11.5% |
| 7D | -11.0% | +1.0% | -12.0% | -11.3% |
| 30D | -30.5% | +9.1% | -39.6% | -31.7% |
| 3M | -8.2% | -10.2% | +2.0% | -7.4% |
| 6M | +6.6% | -11.2% | +17.8% | +7.2% |
| YTD | +109.7% | +4.5% | +105.2% | +99.2% |
| 1Y | +88.9% | +10.9% | +78.0% | +75.7% |
| 3Y | +301.8% | +8.4% | +293.4% | +255.7% |
| All | +199.0% | +18.0% | +181.0% | +143.2% |
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 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