+95.0%
AMDL vs ESTC
-8.2%
+103.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.5% | +13.7% | +10.8% |
| 7D | +4.5% | -8.1% | +12.6% | +7.4% |
| 30D | -4.4% | +31.7% | -36.1% | -16.2% |
| 3M | -30.5% | +41.1% | -71.5% | -41.0% |
| 6M | +300.9% | +77.1% | +223.8% | +197.0% |
| YTD | +219.9% | +21.7% | +198.2% | +182.4% |
| 1Y | +374.7% | +8.4% | +366.3% | +336.1% |
| All | +95.0% | -8.2% | +103.2% | +83.4% |
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