+12,617.0%
AMD vs ESI
+177.3%
+12,439.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.0% | -9.2% | -13.3% |
| 7D | -28.6% | -13.1% | -15.5% | -22.9% |
| 30D | -37.7% | -18.5% | -19.2% | -30.5% |
| 3M | -16.1% | -19.6% | +3.5% | -5.8% |
| 6M | +13.8% | -29.8% | +43.6% | +37.8% |
| YTD | +88.8% | +23.9% | +64.9% | +74.4% |
| 1Y | +57.8% | +15.0% | +42.8% | +50.5% |
| 3Y | +260.3% | +64.3% | +195.9% | +192.1% |
| 5Y | +196.6% | +26.3% | +170.3% | +170.3% |
| 10Y | +6,064.6% | +321.7% | +5,742.9% | +3,463.6% |
| All | +12,617.0% | +177.3% | +12,439.7% | +8,668.5% |
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