+1,921.6%
AMD vs ESTC
+24.7%
+1,896.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +13.1% | -2.6% | +15.8% | +14.8% |
| 30D | -7.0% | -8.6% | +1.6% | -3.2% |
| 3M | +16.6% | +14.4% | +2.2% | +9.5% |
| 6M | +20.5% | +73.3% | -52.8% | -4.6% |
| YTD | +158.2% | +15.7% | +142.4% | +131.2% |
| 1Y | +132.8% | -7.6% | +140.4% | +126.3% |
| 3Y | +366.2% | +14.6% | +351.6% | +264.0% |
| 5Y | +278.7% | -50.0% | +328.7% | +284.9% |
| All | +1,921.6% | +24.7% | +1,896.8% | +1,021.6% |
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 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