+331.1%
AMD vs ESTC
+25.2%
+305.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +5.4% |
| 7D | +2.6% | -8.1% | +10.7% | +3.9% |
| 30D | -0.9% | +31.7% | -32.6% | -6.4% |
| 3M | -8.7% | +41.1% | -49.8% | -15.0% |
| 6M | +136.3% | +77.1% | +59.3% | +108.2% |
| YTD | +123.0% | +21.7% | +101.3% | +111.5% |
| 1Y | +195.2% | +8.4% | +186.8% | +185.2% |
| All | +331.1% | +25.2% | +305.9% | +308.8% |
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