+66.9%
AMAT vs ESI
+21.7%
+45.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.1% |
| 7D | +11.4% | +5.5% | +5.8% | +6.6% |
| 30D | -17.0% | -7.8% | -9.3% | -10.4% |
| 3M | -30.6% | -15.0% | -15.6% | -19.9% |
| 6M | -14.9% | -24.9% | +10.0% | +9.7% |
| YTD | +44.7% | +33.2% | +11.5% | +31.4% |
| 1Y | +66.9% | +24.9% | +42.0% | +56.6% |
| All | +66.9% | +21.7% | +45.2% | +56.6% |
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 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