+192.2%
AMGN vs ESTC
+24.7%
+167.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -2.2% | -2.6% | +0.5% | -2.0% |
| 30D | +12.1% | -8.6% | +20.7% | +12.5% |
| 3M | +13.6% | +14.4% | -0.7% | +12.5% |
| 6M | +43.9% | +73.3% | -29.4% | +39.0% |
| YTD | +45.9% | +15.7% | +30.2% | +43.8% |
| 1Y | +42.1% | -7.6% | +49.7% | +41.9% |
| 3Y | +91.6% | +14.6% | +77.0% | +83.9% |
| 5Y | +158.5% | -50.0% | +208.6% | +163.8% |
| All | +192.2% | +24.7% | +167.5% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling