+62.3%
AMT vs ESTC
+23.0%
+39.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -2.9% |
| 7D | +0.5% | -11.5% | +12.1% | +1.6% |
| 30D | +13.6% | -7.5% | +21.1% | +14.3% |
| 3M | +11.5% | +23.1% | -11.6% | +8.9% |
| 6M | +6.9% | +75.3% | -68.3% | +1.0% |
| YTD | +10.8% | +14.1% | -3.3% | +8.2% |
| 1Y | +10.3% | -0.6% | +10.9% | +8.9% |
| 3Y | +12.4% | +20.8% | -8.4% | +3.2% |
| 5Y | -20.1% | -48.8% | +28.7% | -22.5% |
| All | +62.3% | +23.0% | +39.4% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling