+303.1%
AMP vs ESTC
+25.9%
+277.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +3.9% | +2.4% | +1.5% | +3.4% |
| 30D | +5.1% | -4.2% | +9.4% | +5.7% |
| 3M | -8.7% | +2.5% | -11.1% | -10.1% |
| 6M | +11.4% | +81.5% | -70.1% | -3.5% |
| YTD | +7.3% | +16.8% | -9.5% | +0.8% |
| 1Y | +14.6% | -3.5% | +18.0% | +11.6% |
| 3Y | +61.2% | +17.7% | +43.5% | +39.5% |
| 5Y | +81.0% | -51.7% | +132.8% | +83.4% |
| All | +303.1% | +25.9% | +277.2% | +139.6% |
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