+62.5%
AMT vs ESTC
+28.9%
+33.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | -0.3% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | +3.7% | -8.1% | +11.8% | +4.3% |
| 3M | +10.7% | +20.2% | -9.4% | +8.4% |
| 6M | +9.3% | +72.7% | -63.5% | +3.3% |
| YTD | +10.9% | +19.6% | -8.7% | +7.8% |
| 1Y | +10.5% | +0.3% | +10.3% | +9.0% |
| 3Y | +15.5% | +22.8% | -7.3% | +6.1% |
| 5Y | -20.6% | -50.9% | +30.3% | -22.4% |
| All | +62.5% | +28.9% | +33.6% | +26.4% |
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