-99.4%
AMC vs ESTC
-46.4%
-53.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.5% | +8.8% | +6.1% |
| 7D | +2.3% | -8.1% | +10.4% | +5.3% |
| 30D | -0.7% | +31.7% | -32.4% | -13.5% |
| 3M | +35.2% | +41.1% | -5.8% | +14.2% |
| 6M | +124.6% | +77.1% | +47.5% | +72.2% |
| YTD | +69.9% | +21.7% | +48.2% | +49.1% |
| 1Y | -2.6% | +8.4% | -11.0% | -11.8% |
| 3Y | -79.8% | +23.6% | -103.4% | -86.1% |
| All | -99.4% | -46.4% | -53.1% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling