+190.7%
AMGN vs ESTC
+25.9%
+164.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.1% | +2.4% | -1.3% | +1.0% |
| 30D | +9.3% | -4.2% | +13.5% | +9.4% |
| 3M | +12.1% | +2.5% | +9.6% | +11.7% |
| 6M | +40.3% | +81.5% | -41.2% | +35.1% |
| YTD | +45.2% | +16.8% | +28.3% | +43.0% |
| 1Y | +42.4% | -3.5% | +45.9% | +41.8% |
| 3Y | +91.0% | +17.7% | +73.3% | +83.0% |
| 5Y | +157.4% | -51.7% | +209.1% | +164.0% |
| All | +190.7% | +25.9% | +164.8% | +132.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling