-98.1%
AMC vs ESTC
+28.9%
-127.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.4% | +6.8% |
| 7D | +6.6% | -1.2% | +7.8% | +7.2% |
| 30D | +14.1% | -8.1% | +22.2% | +16.9% |
| 3M | +31.3% | +20.2% | +11.1% | +21.6% |
| 6M | +126.7% | +72.7% | +53.9% | +87.8% |
| YTD | +117.9% | +19.6% | +98.3% | +98.2% |
| 1Y | +41.1% | +0.3% | +40.8% | +34.5% |
| 3Y | -61.0% | +22.8% | -83.8% | -68.3% |
| 5Y | -99.1% | -50.9% | -48.3% | -99.2% |
| All | -98.1% | +28.9% | -127.0% | -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