-99.8%
AMIX vs ESTC
-22.4%
-77.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.9% |
| 7D | -13.7% | -8.1% | -5.6% | -13.7% |
| 30D | -62.1% | +31.7% | -93.7% | -62.4% |
| 3M | -46.2% | +41.1% | -87.2% | -46.3% |
| 6M | -46.4% | +77.1% | -123.5% | -43.8% |
| YTD | -60.3% | +21.7% | -82.0% | -62.4% |
| 1Y | -79.7% | +8.4% | -88.0% | -81.2% |
| All | -99.8% | -22.4% | -77.4% | -99.8% |
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