+374.7%
AMDL vs ESTC
+7.3%
+367.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.5% | +13.7% | +9.0% |
| 7D | +4.5% | -8.1% | +12.6% | +4.3% |
| 30D | -4.4% | +31.7% | -36.1% | -4.2% |
| 3M | -30.5% | +41.1% | -71.5% | -29.7% |
| 6M | +300.9% | +77.1% | +223.8% | +299.8% |
| YTD | +219.9% | +21.7% | +198.2% | +221.6% |
| 1Y | +374.7% | +8.4% | +366.3% | +398.5% |
| All | +374.7% | +7.3% | +367.4% | +398.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling