+333.6%
AMP vs ESTC
+31.2%
+302.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.1% |
| 7D | +0.2% | -8.1% | +8.3% | +1.9% |
| 30D | -0.1% | +31.7% | -31.8% | -6.3% |
| 3M | +23.6% | +41.1% | -17.5% | +13.8% |
| 6M | +20.4% | +77.1% | -56.7% | +4.8% |
| YTD | +15.4% | +21.7% | -6.3% | +8.0% |
| 1Y | +11.0% | +8.4% | +2.6% | +5.6% |
| 3Y | +70.5% | +23.6% | +46.8% | +46.0% |
| 5Y | +121.4% | -46.5% | +167.9% | +118.3% |
| All | +333.6% | +31.2% | +302.4% | +156.9% |
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 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