+87.1%
AMDL vs ESTC
-9.7%
+96.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +4.9% | +21.9% | +24.7% |
| 7D | +10.3% | -1.2% | +11.4% | +12.5% |
| 30D | -38.3% | -8.1% | -30.2% | -34.4% |
| 3M | -8.7% | +20.2% | -28.9% | -14.4% |
| 6M | -14.4% | +72.7% | -87.1% | -32.6% |
| YTD | +206.9% | +19.6% | +187.3% | +180.4% |
| 1Y | +144.4% | +0.3% | +144.1% | +146.4% |
| All | +87.1% | -9.7% | +96.8% | +82.2% |
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