-98.3%
AMC vs ESTC
+23.0%
-121.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.3% |
| 7D | +2.6% | -11.5% | +14.1% | +6.6% |
| 30D | +9.0% | -7.5% | +16.6% | +11.5% |
| 3M | +22.2% | +23.1% | -0.9% | +12.1% |
| 6M | +91.5% | +75.3% | +16.2% | +57.6% |
| YTD | +101.3% | +14.1% | +87.2% | +85.7% |
| 1Y | +20.8% | -0.6% | +21.3% | +15.1% |
| 3Y | -71.3% | +20.8% | -92.1% | -76.7% |
| 5Y | -99.2% | -48.8% | -50.5% | -99.3% |
| All | -98.3% | +23.0% | -121.2% | -99.1% |
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