+49.5%
AMT vs ESTC
+26.3%
+23.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.3% |
| 7D | -0.2% | -4.3% | +4.1% | +0.2% |
| 30D | +1.8% | +17.7% | -15.9% | +0.1% |
| 3M | -6.2% | +42.3% | -48.5% | -9.4% |
| 6M | -5.0% | +64.6% | -69.6% | -9.7% |
| YTD | +2.1% | +17.2% | -15.1% | -0.4% |
| 1Y | -5.7% | -4.2% | -1.5% | -6.6% |
| 3Y | +7.9% | +13.5% | -5.6% | 0.0% |
| 5Y | -32.3% | -45.5% | +13.2% | -34.7% |
| All | +49.5% | +26.3% | +23.2% | +16.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling