+147.1%
AMAT vs ESTC
-48.1%
+195.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.9% | +6.5% | +10.2% |
| 7D | -1.1% | -1.2% | +0.1% | -0.6% |
| 30D | -26.9% | -8.1% | -18.8% | -25.3% |
| 3M | -31.2% | +20.2% | -51.4% | -34.9% |
| 6M | -14.7% | +72.7% | -87.5% | -27.4% |
| YTD | +44.7% | +19.6% | +25.1% | +33.6% |
| 1Y | +62.0% | +0.3% | +61.7% | +56.6% |
| 3Y | +165.0% | +22.8% | +142.2% | +120.1% |
| 5Y | +147.1% | -50.9% | +198.0% | +140.5% |
| All | +147.1% | -48.1% | +195.2% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling