+141.2%
AAPL vs ESTC
-52.1%
+193.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | +5.0% | -3.6% | +8.6% | +5.6% |
| 30D | +3.5% | -11.2% | +14.7% | +5.4% |
| 3M | +13.1% | +14.3% | -1.3% | +9.3% |
| 6M | +19.0% | +67.0% | -48.0% | +6.7% |
| YTD | +28.5% | +15.7% | +12.9% | +22.1% |
| 1Y | +29.7% | -6.3% | +36.0% | +27.7% |
| 3Y | +89.2% | +14.5% | +74.7% | +68.1% |
| 5Y | +141.2% | -49.9% | +191.1% | +126.0% |
| All | +141.2% | -52.1% | +193.3% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling