+58.5%
AMAT vs ESI
+19.1%
+39.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.1% | +6.2% | +6.8% |
| 7D | -1.1% | -3.5% | +2.4% | +2.6% |
| 30D | -26.9% | -9.3% | -17.7% | -20.1% |
| 3M | -31.2% | -12.8% | -18.4% | -22.4% |
| 6M | -14.7% | -24.6% | +9.9% | +9.9% |
| YTD | +44.7% | +32.7% | +12.0% | +30.2% |
| All | +58.5% | +19.1% | +39.4% | +51.2% |
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 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