+14,917.9%
AMD vs ESI
+224.6%
+14,693.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +3.3% |
| 7D | +2.6% | +3.3% | -0.7% | +1.0% |
| 30D | -0.9% | -5.9% | +4.9% | +2.1% |
| 3M | -8.7% | -14.1% | +5.4% | -0.9% |
| 6M | +136.3% | +6.6% | +129.8% | +132.2% |
| YTD | +123.0% | +45.0% | +78.0% | +88.8% |
| 1Y | +195.2% | +41.5% | +153.7% | +152.2% |
| 3Y | +336.3% | +78.8% | +257.6% | +234.7% |
| 5Y | +334.5% | +70.9% | +263.6% | +244.3% |
| 10Y | +6,259.1% | +317.1% | +5,942.0% | +3,407.4% |
| All | +14,917.9% | +224.6% | +14,693.3% | +9,396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling