-99.9%
AMIX vs ESTC
-27.2%
-72.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | -16.0% | -11.5% | -4.5% | -15.8% |
| 30D | -55.4% | -7.5% | -47.9% | -55.3% |
| 3M | -87.5% | +23.1% | -110.6% | -87.6% |
| 6M | -81.2% | +75.3% | -156.5% | -80.0% |
| YTD | -86.8% | +14.1% | -100.9% | -87.5% |
| 1Y | -91.6% | -0.6% | -91.0% | -92.2% |
| All | -99.9% | -27.2% | -72.7% | -99.9% |
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