+196.6%
AMD vs ESTC
-51.6%
+248.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -6.1% | -11.2% | -15.3% |
| 7D | -28.6% | -18.5% | -10.1% | -23.3% |
| 30D | -37.7% | -11.0% | -26.7% | -35.0% |
| 3M | -16.1% | +20.8% | -36.9% | -22.3% |
| 6M | +13.8% | +67.9% | -54.1% | -7.3% |
| YTD | +88.8% | +11.6% | +77.2% | +73.5% |
| 1Y | +57.8% | -3.3% | +61.0% | +51.9% |
| 3Y | +260.3% | +16.4% | +243.9% | +180.5% |
| 5Y | +196.6% | -49.9% | +246.5% | +196.2% |
| All | +196.6% | -51.6% | +248.2% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling