+49.6%
AMT vs ESTC
+31.2%
+18.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.7% |
| 7D | -0.2% | -8.1% | +7.9% | +0.5% |
| 30D | +4.6% | +31.7% | -27.1% | +1.8% |
| 3M | -8.4% | +41.1% | -49.5% | -11.6% |
| 6M | -6.0% | +77.1% | -83.1% | -11.3% |
| YTD | +2.1% | +21.7% | -19.6% | -0.7% |
| 1Y | -6.4% | +8.4% | -14.8% | -8.3% |
| 3Y | +8.1% | +23.6% | -15.6% | -0.9% |
| 5Y | -31.9% | -46.5% | +14.5% | -34.1% |
| All | +49.6% | +31.2% | +18.4% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling