+13.8%
AMD vs ESI
-29.0%
+42.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.0% | -9.2% | -8.8% |
| 7D | -28.6% | -13.1% | -15.5% | -16.6% |
| 30D | -37.7% | -18.5% | -19.2% | -22.4% |
| 3M | -16.1% | -19.6% | +3.5% | +5.7% |
| 6M | +13.8% | -29.8% | +43.6% | +66.3% |
| All | +13.8% | -29.0% | +42.9% | +66.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling