+47.6%
AMDL vs ESTC
-13.9%
+61.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +2.2% | +20.0% | +21.3% |
| 7D | -26.2% | -11.5% | -14.7% | -21.3% |
| 30D | -57.1% | -7.5% | -49.5% | -54.6% |
| 3M | -29.8% | +23.1% | -52.9% | -35.2% |
| 6M | -22.2% | +75.3% | -97.5% | -39.6% |
| YTD | +142.1% | +14.1% | +128.0% | +124.9% |
| 1Y | +85.8% | -0.6% | +86.4% | +85.9% |
| All | +47.6% | -13.9% | +61.5% | +46.1% |
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