+1,425.2%
AMAT vs ESI
+323.9%
+1,101.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +3.4% |
| 7D | +7.0% | +1.8% | +5.1% | +6.4% |
| 30D | -20.6% | -6.6% | -14.0% | -16.3% |
| 3M | -24.8% | -9.4% | -15.4% | -19.3% |
| 6M | -10.7% | -24.1% | +13.4% | +9.2% |
| YTD | +54.3% | +37.1% | +17.1% | +29.7% |
| 1Y | +73.7% | +24.5% | +49.2% | +54.6% |
| 3Y | +168.4% | +83.2% | +85.3% | +87.8% |
| 5Y | +167.6% | +44.0% | +123.6% | +113.9% |
| 10Y | +1,425.2% | +332.8% | +1,092.3% | +577.6% |
| All | +1,425.2% | +323.9% | +1,101.3% | +577.6% |
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