+1,591.4%
AMAT vs ESI
+314.4%
+1,277.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +2.4% |
| 7D | -1.5% | +3.3% | -4.8% | -3.5% |
| 30D | -14.8% | -5.9% | -8.9% | -11.4% |
| 3M | -9.3% | -14.1% | +4.8% | +1.6% |
| 6M | +27.4% | +6.6% | +20.8% | +24.9% |
| YTD | +77.6% | +45.0% | +32.5% | +44.1% |
| 1Y | +188.9% | +41.5% | +147.5% | +137.2% |
| 3Y | +202.3% | +78.8% | +123.5% | +114.8% |
| 5Y | +248.9% | +70.9% | +178.0% | +154.5% |
| All | +1,591.4% | +314.4% | +1,277.0% | +688.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling