-25.7%
AMBA vs ESTC
+1.6%
-27.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -8.1% | -15.9% | +7.8% | -6.1% |
| 30D | -10.8% | -5.5% | -5.2% | -10.0% |
| 3M | -25.9% | +26.2% | -52.1% | -27.8% |
| 6M | -13.9% | +77.0% | -90.9% | -20.3% |
| YTD | -14.0% | +18.9% | -32.9% | -16.7% |
| 1Y | -25.7% | +1.3% | -27.0% | -28.8% |
| All | -25.7% | +1.6% | -27.2% | -28.8% |
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