+871.7%
AMAT vs ESTC
+23.0%
+848.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.6% |
| 7D | -14.7% | -11.5% | -3.2% | -11.5% |
| 30D | -36.1% | -7.5% | -28.6% | -34.6% |
| 3M | -36.9% | +23.1% | -59.9% | -41.6% |
| 6M | -22.2% | +75.3% | -97.5% | -36.6% |
| YTD | +29.9% | +14.1% | +15.8% | +18.3% |
| 1Y | +43.3% | -0.6% | +43.8% | +35.5% |
| 3Y | +142.7% | +20.8% | +121.9% | +93.2% |
| 5Y | +126.2% | -48.8% | +175.0% | +125.4% |
| All | +871.7% | +23.0% | +848.8% | +489.5% |
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