+66.9%
AMBA vs ESTC
+23.0%
+43.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.2% | +3.9% | +5.3% |
| 7D | -7.2% | -11.5% | +4.3% | -2.6% |
| 30D | -10.4% | -7.5% | -2.8% | -7.5% |
| 3M | -30.1% | +23.1% | -53.2% | -37.0% |
| 6M | -22.4% | +75.3% | -97.7% | -41.1% |
| YTD | -17.3% | +14.1% | -31.5% | -26.2% |
| 1Y | -35.4% | -0.6% | -34.8% | -39.6% |
| 3Y | +18.6% | +20.8% | -2.2% | -8.2% |
| 5Y | -69.8% | -48.8% | -21.1% | -69.6% |
| All | +66.9% | +23.0% | +43.9% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling