+1,646.1%
AMD vs ESTC
+31.2%
+1,615.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.5% | +9.2% | +6.3% |
| 7D | +2.6% | -8.1% | +10.7% | +5.4% |
| 30D | -0.9% | +31.7% | -32.6% | -12.2% |
| 3M | -8.7% | +41.1% | -49.8% | -21.7% |
| 6M | +136.3% | +77.1% | +59.3% | +82.0% |
| YTD | +123.0% | +21.7% | +101.3% | +95.2% |
| 1Y | +195.2% | +8.4% | +186.8% | +165.7% |
| 3Y | +336.3% | +23.6% | +312.7% | +226.6% |
| 5Y | +334.5% | -46.5% | +380.9% | +327.1% |
| All | +1,646.1% | +31.2% | +1,615.0% | +846.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling