+261.9%
AMD vs ESI
+64.8%
+197.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.0% | -9.2% | -11.1% |
| 7D | -28.6% | -13.1% | -15.5% | -19.9% |
| 30D | -37.7% | -18.5% | -19.2% | -26.5% |
| 3M | -16.1% | -19.6% | +3.5% | -0.4% |
| 6M | +13.8% | -29.8% | +43.6% | +50.0% |
| YTD | +88.8% | +23.9% | +64.9% | +67.4% |
| 1Y | +57.8% | +15.0% | +42.8% | +47.0% |
| All | +261.9% | +64.8% | +197.1% | +163.2% |
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