+57.3%
AMBA vs ESTC
+20.3%
+37.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.1% | -3.3% | -7.1% |
| 7D | -14.6% | -18.5% | +3.9% | -7.5% |
| 30D | -18.8% | -11.0% | -7.8% | -14.9% |
| 3M | -32.6% | +20.8% | -53.4% | -38.8% |
| 6M | -25.8% | +67.9% | -93.7% | -42.7% |
| YTD | -22.1% | +11.6% | -33.7% | -29.9% |
| 1Y | -36.2% | -3.3% | -33.0% | -39.7% |
| 3Y | +10.0% | +16.4% | -6.4% | -13.6% |
| 5Y | -71.6% | -49.9% | -21.7% | -71.1% |
| All | +57.3% | +20.3% | +37.0% | +3.0% |
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 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