+132.8%
AMAT vs ESI
+64.8%
+68.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.0% | -5.6% | -7.1% |
| 7D | -24.3% | -13.1% | -11.2% | -14.8% |
| 30D | -39.8% | -18.5% | -21.3% | -28.8% |
| 3M | -40.2% | -19.6% | -20.6% | -28.6% |
| 6M | -22.1% | -29.8% | +7.7% | +5.0% |
| YTD | +24.7% | +23.9% | +0.8% | +10.2% |
| 1Y | +33.3% | +15.0% | +18.3% | +24.0% |
| All | +132.8% | +64.8% | +68.1% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling