+109.1%
AMDL vs ESI
+27.8%
+81.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +8.9% |
| 7D | -30.7% | -6.6% | -24.2% | -22.3% |
| 30D | -43.8% | -10.9% | -32.8% | -30.7% |
| 3M | -24.5% | -13.8% | -10.7% | -1.4% |
| 6M | +44.7% | -21.5% | +66.2% | +134.2% |
| YTD | +204.0% | +34.7% | +169.3% | +197.7% |
| 1Y | +109.1% | +24.9% | +84.2% | +122.9% |
| All | +109.1% | +27.8% | +81.2% | +122.9% |
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 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