+203.0%
AMAT vs ESTC
+25.2%
+177.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +4.8% |
| 7D | -1.5% | -8.1% | +6.6% | -0.7% |
| 30D | -14.8% | +31.7% | -46.5% | -18.1% |
| 3M | -9.3% | +41.1% | -50.3% | -13.6% |
| 6M | +27.4% | +77.1% | -49.7% | +15.8% |
| YTD | +77.6% | +21.7% | +55.9% | +72.5% |
| 1Y | +188.9% | +8.4% | +180.6% | +185.8% |
| All | +203.0% | +25.2% | +177.9% | +192.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling