+43.3%
AMAT vs ESTC
-2.5%
+45.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.3% |
| 7D | -14.7% | -11.5% | -3.2% | -15.6% |
| 30D | -36.1% | -7.5% | -28.6% | -36.3% |
| 3M | -36.9% | +23.1% | -59.9% | -34.4% |
| 6M | -22.2% | +75.3% | -97.5% | -16.4% |
| YTD | +29.9% | +14.1% | +15.8% | +45.3% |
| 1Y | +43.3% | -0.6% | +43.8% | +62.3% |
| All | +43.3% | -2.5% | +45.7% | +62.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling