+33.5%
AMCR vs ESTC
+19.3%
+14.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.1% |
| 7D | -5.0% | -13.2% | +8.2% | -3.6% |
| 30D | -8.0% | +9.3% | -17.3% | -9.2% |
| 3M | +14.3% | +37.3% | -23.1% | +10.0% |
| 6M | +5.3% | +61.0% | -55.7% | -0.8% |
| YTD | +7.7% | +10.7% | -2.9% | +5.3% |
| 1Y | +10.8% | -7.2% | +18.0% | +10.1% |
| 3Y | +9.6% | +7.2% | +2.4% | +2.5% |
| 5Y | -10.2% | -47.7% | +37.5% | -11.9% |
| All | +33.5% | +19.3% | +14.3% | +0.3% |
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 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