+7,765.4%
AMD vs ESI
+318.1%
+7,447.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.7% | -8.0% | -8.3% |
| 7D | +18.9% | +5.5% | +13.4% | +15.2% |
| 30D | -6.4% | -7.8% | +1.3% | -0.1% |
| 3M | +10.6% | -15.0% | +25.6% | +24.1% |
| 6M | +19.9% | -24.9% | +44.8% | +46.5% |
| YTD | +149.4% | +33.2% | +116.1% | +112.5% |
| 1Y | +115.4% | +24.9% | +90.4% | +90.4% |
| 3Y | +357.3% | +77.8% | +279.5% | +222.0% |
| 5Y | +261.1% | +37.1% | +224.0% | +195.5% |
| All | +7,765.4% | +318.1% | +7,447.3% | +3,389.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling