-14.7%
AMRZ vs ESTC
-2.5%
-12.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -1.9% |
| 7D | +1.2% | -11.5% | +12.7% | +1.4% |
| 30D | +15.1% | -7.5% | +22.6% | +15.0% |
| 3M | -18.1% | +23.1% | -41.1% | -18.1% |
| 6M | -23.5% | +75.3% | -98.7% | -24.3% |
| YTD | -21.6% | +14.1% | -35.7% | -21.2% |
| 1Y | -14.7% | -0.6% | -14.2% | -14.3% |
| All | -14.7% | -2.5% | -12.3% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling