-98.2%
AMC vs ESTC
+25.9%
-124.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +3.5% | +2.4% | +1.1% | +2.8% |
| 30D | +12.5% | -4.2% | +16.7% | +13.7% |
| 3M | +23.6% | +2.5% | +21.1% | +20.5% |
| 6M | +144.4% | +81.5% | +62.9% | +99.3% |
| YTD | +108.3% | +16.8% | +91.5% | +90.8% |
| 1Y | +38.9% | -3.5% | +42.3% | +33.9% |
| 3Y | -58.9% | +17.7% | -76.6% | -66.1% |
| 5Y | -99.2% | -51.7% | -47.4% | -99.3% |
| All | -98.2% | +25.9% | -124.1% | -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