+832.4%
AMAT vs ESTC
+20.3%
+812.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -6.1% | -7.5% | -11.8% |
| 7D | -24.3% | -18.5% | -5.8% | -19.6% |
| 30D | -39.8% | -11.0% | -28.8% | -37.7% |
| 3M | -40.2% | +20.8% | -60.9% | -44.4% |
| 6M | -22.1% | +67.9% | -90.0% | -35.8% |
| YTD | +24.7% | +11.6% | +13.1% | +14.2% |
| 1Y | +33.3% | -3.3% | +36.5% | +27.0% |
| 3Y | +133.9% | +16.4% | +117.5% | +88.4% |
| 5Y | +117.1% | -49.9% | +166.9% | +117.6% |
| All | +832.4% | +20.3% | +812.1% | +469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling