+1,162.1%
AMAT vs ESI
+312.6%
+849.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.0% |
| 7D | -14.7% | -8.5% | -6.2% | -9.2% |
| 30D | -36.1% | -15.7% | -20.4% | -28.2% |
| 3M | -36.9% | -18.2% | -18.6% | -27.7% |
| 6M | -22.2% | -28.8% | +6.6% | -0.9% |
| YTD | +29.9% | +26.3% | +3.7% | +15.1% |
| 1Y | +43.3% | +18.2% | +25.0% | +31.7% |
| 3Y | +142.7% | +68.1% | +74.6% | +79.5% |
| 5Y | +126.2% | +28.8% | +97.4% | +93.3% |
| All | +1,162.1% | +312.6% | +849.5% | +539.2% |
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