+199.0%
AMD vs ESI
+28.5%
+170.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +9.4% |
| 7D | -11.0% | -8.5% | -2.5% | -3.4% |
| 30D | -30.5% | -15.7% | -14.8% | -18.8% |
| 3M | -8.2% | -18.2% | +10.0% | +9.5% |
| 6M | +6.6% | -28.8% | +35.4% | +43.3% |
| YTD | +109.7% | +26.3% | +83.4% | +72.2% |
| 1Y | +88.9% | +18.2% | +70.7% | +63.0% |
| 3Y | +301.8% | +68.1% | +233.7% | +134.8% |
| All | +199.0% | +28.5% | +170.6% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling