+102.5%
AMDL vs ESTC
-11.8%
+114.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | -1.0% | -16.5% | -17.1% |
| 7D | +37.2% | +2.4% | +34.8% | +36.5% |
| 30D | -24.0% | -4.2% | -19.8% | -20.3% |
| 3M | -1.0% | +2.5% | -3.5% | -0.5% |
| 6M | -3.2% | +81.5% | -84.7% | -25.5% |
| YTD | +232.2% | +16.8% | +215.4% | +206.9% |
| 1Y | +137.7% | -3.5% | +141.2% | +144.7% |
| All | +102.5% | -11.8% | +114.4% | +99.4% |
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 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