+1,228.0%
AMAT vs ESTC
+31.2%
+1,196.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +5.6% |
| 7D | -1.5% | -8.1% | +6.6% | +0.7% |
| 30D | -14.8% | +31.7% | -46.5% | -22.7% |
| 3M | -9.3% | +41.1% | -50.3% | -20.1% |
| 6M | +27.4% | +77.1% | -49.7% | +2.4% |
| YTD | +77.6% | +21.7% | +55.9% | +58.8% |
| 1Y | +188.9% | +8.4% | +180.6% | +165.4% |
| 3Y | +202.3% | +23.6% | +178.7% | +138.8% |
| 5Y | +248.9% | -46.5% | +295.4% | +243.8% |
| All | +1,228.0% | +31.2% | +1,196.9% | +691.6% |
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