+301.8%
AMD vs ESTC
+18.0%
+283.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.2% | +8.8% | +10.6% |
| 7D | -11.0% | -11.5% | +0.5% | -8.8% |
| 30D | -30.5% | -7.5% | -22.9% | -29.2% |
| 3M | -8.2% | +23.1% | -31.3% | -11.9% |
| 6M | +6.6% | +75.3% | -68.7% | -5.1% |
| YTD | +109.7% | +14.1% | +95.6% | +102.1% |
| 1Y | +88.9% | -0.6% | +89.5% | +87.5% |
| 3Y | +301.8% | +20.8% | +281.0% | +295.3% |
| All | +301.8% | +18.0% | +283.8% | +295.3% |
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 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