+495.1%
AAPL vs ESTC
+23.7%
+471.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | -3.0% | -3.3% | +0.4% | -2.3% |
| 30D | +2.3% | +13.4% | -11.1% | -1.2% |
| 3M | +8.6% | +41.3% | -32.7% | -0.3% |
| 6M | +21.6% | +62.6% | -41.0% | +7.1% |
| YTD | +16.3% | +14.8% | +1.5% | +9.8% |
| 1Y | +35.1% | -5.1% | +40.1% | +32.0% |
| 3Y | +79.4% | +11.2% | +68.2% | +56.6% |
| 5Y | +109.8% | -47.0% | +156.8% | +105.1% |
| All | +495.1% | +23.7% | +471.5% | +284.8% |
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