+145.7%
AMDL vs ESI
+41.6%
+104.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.1% | +14.0% | +15.3% |
| 7D | +103.5% | +8.3% | +95.2% | +82.7% |
| 30D | -18.3% | -10.4% | -7.9% | +5.5% |
| 3M | +20.1% | -13.2% | +33.2% | +63.1% |
| 6M | +15.9% | -23.9% | +39.8% | +105.7% |
| YTD | +303.0% | +34.2% | +268.8% | +232.7% |
| 1Y | +164.0% | +22.2% | +141.8% | +149.0% |
| All | +145.7% | +41.6% | +104.0% | +98.1% |
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