-17.0%
AMRZ vs ESTC
+3.3%
-20.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.1% | +2.7% | -3.1% |
| 7D | +2.5% | -18.5% | +21.0% | +3.4% |
| 30D | +14.4% | -11.0% | +25.4% | +14.8% |
| 3M | -19.2% | +20.8% | -39.9% | -19.9% |
| 6M | -19.7% | +67.9% | -87.6% | -22.4% |
| YTD | -20.2% | +11.6% | -31.8% | -19.8% |
| 1Y | -15.1% | -3.3% | -11.8% | -13.3% |
| All | -17.0% | +3.3% | -20.2% | -18.6% |
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 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