+374.7%
AMDL vs ESI
+44.5%
+330.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.3% | +4.8% |
| 7D | +4.5% | +3.3% | +1.2% | -0.2% |
| 30D | -4.4% | -5.9% | +1.5% | +5.0% |
| 3M | -30.5% | -14.1% | -16.4% | -6.4% |
| 6M | +300.9% | +6.6% | +294.3% | +347.1% |
| YTD | +219.9% | +45.0% | +174.9% | +158.7% |
| 1Y | +374.7% | +41.5% | +333.3% | +326.2% |
| All | +374.7% | +44.5% | +330.2% | +326.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling