+1,985.3%
AMAT vs ESI
+177.3%
+1,808.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.0% | -5.6% | -9.7% |
| 7D | -24.3% | -13.1% | -11.2% | -18.7% |
| 30D | -39.8% | -18.5% | -21.3% | -33.3% |
| 3M | -40.2% | -19.6% | -20.6% | -33.3% |
| 6M | -22.1% | -29.8% | +7.7% | -6.1% |
| YTD | +24.7% | +23.9% | +0.8% | +16.6% |
| 1Y | +33.3% | +15.0% | +18.3% | +28.6% |
| 3Y | +133.9% | +64.3% | +69.5% | +95.2% |
| 5Y | +117.1% | +26.3% | +90.7% | +100.5% |
| 10Y | +1,158.7% | +321.7% | +836.9% | +692.0% |
| All | +1,985.3% | +177.3% | +1,808.0% | +1,355.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling