-53.9%
AMBA vs ESTC
-46.4%
-7.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +1.0% |
| 7D | -11.0% | -8.1% | -2.9% | -8.3% |
| 30D | -23.2% | +31.7% | -54.8% | -32.6% |
| 3M | -12.7% | +41.1% | -53.8% | -25.9% |
| 6M | +11.2% | +77.1% | -65.9% | -17.1% |
| YTD | -11.2% | +21.7% | -32.9% | -22.6% |
| 1Y | -22.5% | +8.4% | -30.9% | -30.4% |
| 3Y | -1.3% | +23.6% | -24.9% | -26.5% |
| All | -53.9% | -46.4% | -7.5% | -55.0% |
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