+331.3%
AMP vs ESTC
+19.1%
+312.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -9.2% | +8.6% | +1.4% |
| 30D | -1.3% | +8.1% | -9.4% | -3.6% |
| 3M | +24.2% | +38.5% | -14.3% | +14.8% |
| 6M | +24.6% | +57.8% | -33.2% | +11.0% |
| YTD | +14.8% | +10.5% | +4.3% | +9.6% |
| 1Y | +12.8% | -6.4% | +19.2% | +10.7% |
| 3Y | +69.0% | +4.7% | +64.3% | +50.3% |
| 5Y | +124.9% | -47.8% | +172.6% | +121.3% |
| All | +331.3% | +19.1% | +312.2% | +160.5% |
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