+569.8%
AAPL vs ESTC
+27.2%
+542.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.6% |
| 7D | +3.1% | +5.8% | -2.7% | +1.9% |
| 30D | +4.0% | -5.6% | +9.6% | +4.9% |
| 3M | +17.4% | +15.4% | +2.0% | +12.4% |
| 6M | +20.5% | +77.8% | -57.3% | +4.1% |
| YTD | +30.9% | +18.1% | +12.8% | +22.2% |
| 1Y | +30.1% | -3.7% | +33.8% | +26.6% |
| 3Y | +92.7% | +16.9% | +75.8% | +66.0% |
| 5Y | +142.2% | -51.2% | +193.5% | +142.7% |
| All | +569.8% | +27.2% | +542.5% | +328.2% |
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