+188.9%
AMAT vs ESI
+44.5%
+144.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +1.8% |
| 7D | -1.5% | +3.3% | -4.8% | -4.2% |
| 30D | -14.8% | -5.9% | -8.9% | -10.4% |
| 3M | -9.3% | -14.1% | +4.8% | +5.1% |
| 6M | +27.4% | +6.6% | +20.8% | +28.7% |
| YTD | +77.6% | +45.0% | +32.5% | +45.0% |
| 1Y | +188.9% | +41.5% | +147.5% | +142.0% |
| All | +188.9% | +44.5% | +144.4% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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