+40.2%
AMCR vs ESTC
+31.2%
+9.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +0.3% |
| 7D | -1.9% | -8.1% | +6.2% | -1.1% |
| 30D | -4.1% | +31.7% | -35.8% | -7.1% |
| 3M | +21.7% | +41.1% | -19.4% | +16.8% |
| 6M | +1.5% | +77.1% | -75.6% | -5.3% |
| YTD | +13.1% | +21.7% | -8.6% | +9.5% |
| 1Y | +16.5% | +8.4% | +8.1% | +13.8% |
| 3Y | +10.3% | +23.6% | -13.4% | +1.5% |
| 5Y | -7.7% | -46.5% | +38.8% | -9.3% |
| All | +40.2% | +31.2% | +9.0% | +4.3% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling