+109.0%
AAPL vs ESTC
-47.2%
+156.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.5% |
| 7D | -2.7% | -4.3% | +1.6% | -2.0% |
| 30D | +1.0% | +17.7% | -16.7% | -2.5% |
| 3M | +5.0% | +42.3% | -37.3% | -2.4% |
| 6M | +23.0% | +64.6% | -41.5% | +10.6% |
| YTD | +16.6% | +17.2% | -0.6% | +10.9% |
| 1Y | +33.4% | -4.2% | +37.6% | +31.1% |
| 3Y | +79.9% | +13.5% | +66.4% | +60.4% |
| 5Y | +109.0% | -45.5% | +154.6% | +89.6% |
| All | +109.0% | -47.2% | +156.2% | +89.6% |
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 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