+11.2%
AMBA vs ESTC
+74.7%
-63.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -1.1% |
| 7D | -11.0% | -8.1% | -2.9% | -11.3% |
| 30D | -23.2% | +31.7% | -54.8% | -20.9% |
| 3M | -12.7% | +41.1% | -53.8% | -9.5% |
| 6M | +11.2% | +77.1% | -65.9% | +20.7% |
| All | +11.2% | +74.7% | -63.5% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling