+145.7%
AMDL vs ESTC
-10.9%
+156.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +11.0% |
| 7D | +103.5% | +5.8% | +97.8% | +99.8% |
| 30D | -18.3% | -5.6% | -12.7% | -13.9% |
| 3M | +20.1% | +15.4% | +4.6% | +14.5% |
| 6M | +15.9% | +77.8% | -61.9% | -10.0% |
| YTD | +303.0% | +18.1% | +285.0% | +270.3% |
| 1Y | +164.0% | -3.7% | +167.7% | +172.4% |
| All | +145.7% | -10.9% | +156.6% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling