+63.7%
AMT vs ESTC
+24.6%
+39.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.1% | +1.0% |
| 7D | +1.6% | -3.6% | +5.2% | +1.9% |
| 30D | +4.5% | -11.2% | +15.6% | +5.4% |
| 3M | +13.8% | +14.3% | -0.5% | +11.9% |
| 6M | +10.0% | +67.0% | -56.9% | +4.4% |
| YTD | +11.8% | +15.7% | -3.9% | +8.9% |
| 1Y | +10.2% | -6.3% | +16.5% | +9.4% |
| 3Y | +15.1% | +14.5% | +0.6% | +6.6% |
| 5Y | -18.8% | -49.9% | +31.1% | -21.0% |
| All | +63.7% | +24.6% | +39.1% | +27.6% |
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 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