+7.8%
AMCR vs ESTC
+11.0%
-3.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | -6.3% | -3.3% | -2.9% | -6.2% |
| 30D | -7.1% | +13.4% | -20.6% | -7.7% |
| 3M | +12.7% | +41.3% | -28.7% | +11.0% |
| 6M | +5.2% | +62.6% | -57.4% | +2.8% |
| YTD | +8.1% | +14.8% | -6.7% | +7.3% |
| 1Y | +11.7% | -5.1% | +16.8% | +11.9% |
| All | +7.8% | +11.0% | -3.2% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling