+130.4%
AMDL vs ESTC
-3.0%
+133.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.3% | +6.0% | +3.5% |
| 7D | +5.4% | -3.6% | +9.0% | +6.9% |
| 30D | -36.6% | -11.2% | -25.4% | -34.7% |
| 3M | -1.0% | +14.3% | -15.3% | +0.8% |
| 6M | -12.1% | +67.0% | -79.1% | -13.9% |
| YTD | +215.1% | +15.7% | +199.5% | +225.2% |
| 1Y | +130.4% | -6.3% | +136.6% | +155.3% |
| All | +130.4% | -3.0% | +133.4% | +155.3% |
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