+195.2%
AMD vs ESTC
+7.3%
+187.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +4.6% |
| 7D | +2.6% | -8.1% | +10.7% | +2.4% |
| 30D | -0.9% | +31.7% | -32.6% | -0.8% |
| 3M | -8.7% | +41.1% | -49.8% | -8.2% |
| 6M | +136.3% | +77.1% | +59.3% | +136.2% |
| YTD | +123.0% | +21.7% | +101.3% | +123.6% |
| 1Y | +195.2% | +8.4% | +186.8% | +201.6% |
| All | +195.2% | +7.3% | +187.9% | +201.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling