-79.7%
ABCL vs ESTC
-39.0%
-40.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -2.7% | -2.6% | 0.0% | -1.7% |
| 30D | -5.4% | -8.6% | +3.2% | -2.2% |
| 3M | +22.4% | +14.4% | +8.1% | +15.7% |
| 6M | +127.6% | +73.3% | +54.3% | +87.1% |
| YTD | +249.4% | +15.7% | +233.7% | +223.3% |
| 1Y | +198.0% | -7.6% | +205.6% | +194.8% |
| 3Y | +195.8% | +14.6% | +181.2% | +137.8% |
| 5Y | -20.6% | -50.0% | +29.4% | -15.4% |
| All | -79.7% | -39.0% | -40.7% | -82.1% |
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