+6,406.4%
AMD vs ESI
+316.2%
+6,090.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +2.9% |
| 7D | +2.6% | +3.3% | -0.7% | +0.5% |
| 30D | -0.9% | -5.9% | +4.9% | +2.8% |
| 3M | -8.7% | -14.1% | +5.4% | +1.0% |
| 6M | +136.3% | +6.6% | +129.8% | +129.9% |
| YTD | +123.0% | +45.0% | +78.0% | +79.2% |
| 1Y | +195.2% | +41.5% | +153.7% | +139.6% |
| 3Y | +336.3% | +78.8% | +257.6% | +205.2% |
| 5Y | +334.5% | +70.9% | +263.6% | +214.5% |
| All | +6,406.4% | +316.2% | +6,090.2% | +2,963.8% |
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