+988.0%
AMAT vs ESTC
+24.6%
+963.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +1.5% |
| 7D | -2.5% | -3.6% | +1.1% | -1.2% |
| 30D | -26.5% | -11.2% | -15.3% | -23.8% |
| 3M | -28.6% | +14.3% | -42.9% | -32.4% |
| 6M | -14.2% | +67.0% | -81.2% | -29.0% |
| YTD | +45.5% | +15.7% | +29.8% | +32.0% |
| 1Y | +59.3% | -6.3% | +65.6% | +54.0% |
| 3Y | +153.1% | +14.5% | +138.6% | +106.2% |
| 5Y | +158.2% | -49.9% | +208.0% | +160.3% |
| All | +988.0% | +24.6% | +963.4% | +558.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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