+15.4%
AMCR vs ESTC
+14.8%
+0.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -2.4% | +2.4% | -4.8% | -2.5% |
| 30D | +3.6% | -4.2% | +7.8% | +3.7% |
| 3M | -4.2% | +2.5% | -6.7% | -4.5% |
| 6M | +15.5% | +81.5% | -66.0% | +12.3% |
| YTD | +9.7% | +16.8% | -7.1% | +8.8% |
| 1Y | +8.3% | -3.5% | +11.8% | +8.4% |
| 3Y | +15.4% | +17.7% | -2.4% | +13.4% |
| All | +15.4% | +14.8% | +0.6% | +13.4% |
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