+1,431.6%
AMT vs EIX
+459.4%
+972.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.0% |
| 7D | +0.5% | +1.0% | -0.4% | +0.3% |
| 30D | +13.6% | +9.1% | +4.5% | +11.0% |
| 3M | +11.5% | -10.2% | +21.7% | +13.2% |
| 6M | +6.9% | -11.2% | +18.2% | +8.7% |
| YTD | +10.8% | +4.5% | +6.3% | +7.6% |
| 1Y | +10.3% | +10.9% | -0.6% | +5.3% |
| 3Y | +12.4% | +8.4% | +4.0% | +6.4% |
| 5Y | -20.1% | +18.0% | -38.0% | -26.1% |
| 10Y | +116.8% | +30.3% | +86.6% | +89.3% |
| All | +1,431.6% | +459.4% | +972.2% | +814.1% |
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