-8.7%
AMCR vs ESTC
-46.4%
+37.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.6% |
| 7D | -6.3% | -3.3% | -2.9% | -6.1% |
| 30D | -7.1% | +13.4% | -20.6% | -8.3% |
| 3M | +12.7% | +41.3% | -28.7% | +9.3% |
| 6M | +5.2% | +62.6% | -57.4% | +0.5% |
| YTD | +8.1% | +14.8% | -6.7% | +6.0% |
| 1Y | +11.7% | -5.1% | +16.8% | +11.2% |
| 3Y | +9.9% | +11.2% | -1.2% | +4.1% |
| 5Y | -8.7% | -47.0% | +38.3% | -15.3% |
| All | -8.7% | -46.4% | +37.7% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling