+1,311.4%
AMT vs EIX
+426.2%
+885.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.2% | -19.1% | +18.9% | +4.4% |
| 30D | +4.6% | -16.9% | +21.5% | +8.5% |
| 3M | -8.4% | -20.0% | +11.6% | -4.2% |
| 6M | -6.0% | -21.3% | +15.3% | -1.3% |
| YTD | +2.1% | -1.7% | +3.8% | +0.9% |
| 1Y | -6.4% | +9.6% | -15.9% | -10.4% |
| 3Y | +8.1% | -3.7% | +11.7% | +5.7% |
| 5Y | -31.9% | +22.6% | -54.5% | -37.6% |
| 10Y | +97.1% | +17.7% | +79.4% | +76.8% |
| All | +1,311.4% | +426.2% | +885.2% | +757.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling