+261.9%
AMD vs ESTC
+15.4%
+246.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.1% | -11.2% | -16.1% |
| 7D | -28.6% | -18.5% | -10.1% | -25.7% |
| 30D | -37.7% | -11.0% | -26.7% | -36.1% |
| 3M | -16.1% | +20.8% | -36.9% | -19.2% |
| 6M | +13.8% | +67.9% | -54.1% | +2.1% |
| YTD | +88.8% | +11.6% | +77.2% | +82.7% |
| 1Y | +57.8% | -3.3% | +61.0% | +57.4% |
| All | +261.9% | +15.4% | +246.5% | +257.4% |
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