+117.8%
AMDL vs ESI
+53.9%
+63.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.6% | +11.1% | +10.9% |
| 7D | +19.9% | +5.4% | +14.6% | +11.3% |
| 30D | +6.3% | -4.2% | +10.4% | +13.8% |
| 3M | -9.9% | -9.6% | -0.3% | +11.8% |
| 6M | +394.3% | +18.3% | +376.0% | +352.5% |
| YTD | +257.3% | +45.8% | +211.5% | +137.5% |
| 1Y | +508.5% | +39.2% | +469.4% | +334.0% |
| All | +117.8% | +53.9% | +63.9% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling