-40.2%
AMAT vs ESI
-21.0%
-19.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.0% | -5.6% | -6.4% |
| 7D | -24.3% | -13.1% | -11.2% | -14.2% |
| 30D | -39.8% | -18.5% | -21.3% | -28.5% |
| 3M | -40.2% | -19.6% | -20.6% | -27.7% |
| All | -40.2% | -21.0% | -19.2% | -27.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling