+47.6%
AMDL vs ESI
+33.3%
+14.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.9% | +20.4% | +19.3% |
| 7D | -26.2% | -8.5% | -17.7% | -11.3% |
| 30D | -57.1% | -15.7% | -41.4% | -39.7% |
| 3M | -29.8% | -18.2% | -11.6% | +3.6% |
| 6M | -22.2% | -28.8% | +6.6% | +52.5% |
| YTD | +142.1% | +26.3% | +115.9% | +117.2% |
| 1Y | +85.8% | +18.2% | +67.6% | +82.4% |
| All | +47.6% | +33.3% | +14.3% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling