-98.3%
AMC vs ESTC
+20.3%
-118.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.1% | -6.4% | -10.6% |
| 7D | 0.0% | -18.5% | +18.5% | +6.5% |
| 30D | +4.4% | -11.0% | +15.4% | +8.0% |
| 3M | +15.4% | +20.8% | -5.4% | +6.4% |
| 6M | +93.7% | +67.9% | +25.8% | +61.5% |
| YTD | +97.4% | +11.6% | +85.8% | +83.4% |
| 1Y | +23.2% | -3.3% | +26.5% | +18.4% |
| 3Y | -71.3% | +16.4% | -87.7% | -76.4% |
| 5Y | -99.3% | -49.9% | -49.4% | -99.3% |
| All | -98.3% | +20.3% | -118.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling