-98.1%
AMC vs ESTC
+24.7%
-122.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -2.8% | -2.6% | -0.2% | -1.8% |
| 30D | +14.0% | -8.6% | +22.6% | +17.0% |
| 3M | +42.5% | +14.4% | +28.1% | +34.0% |
| 6M | +142.6% | +73.3% | +69.3% | +100.7% |
| YTD | +119.2% | +15.7% | +103.5% | +101.4% |
| 1Y | +40.7% | -7.6% | +48.3% | +37.6% |
| 3Y | -57.3% | +14.6% | -71.9% | -64.5% |
| 5Y | -99.1% | -50.0% | -49.1% | -99.2% |
| All | -98.1% | +24.7% | -122.8% | -99.0% |
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 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