+65.8%
AMGN vs ESTC
+11.7%
+54.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.7% | -6.4% | -10.0% |
| 7D | -10.3% | -4.3% | -6.0% | -10.2% |
| 30D | -3.8% | +17.7% | -21.5% | -3.9% |
| 3M | +14.4% | +42.3% | -27.9% | +14.0% |
| 6M | +7.8% | +64.6% | -56.7% | +7.3% |
| YTD | +22.6% | +17.2% | +5.4% | +23.0% |
| 1Y | +44.2% | -4.2% | +48.4% | +45.5% |
| 3Y | +65.8% | +13.5% | +52.3% | +64.6% |
| All | +65.8% | +11.7% | +54.1% | +64.6% |
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 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