-11.9%
ABCL vs ESTC
-52.1%
+40.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.7% |
| 7D | +2.3% | -3.6% | +5.9% | +3.6% |
| 30D | -0.7% | -11.2% | +10.5% | +3.3% |
| 3M | +33.4% | +14.3% | +19.1% | +26.6% |
| 6M | +137.8% | +67.0% | +70.8% | +100.3% |
| YTD | +264.3% | +15.7% | +248.7% | +239.1% |
| 1Y | +209.2% | -6.3% | +215.4% | +204.7% |
| 3Y | +208.4% | +14.5% | +193.9% | +152.0% |
| 5Y | -11.9% | -49.9% | +38.0% | -6.7% |
| All | -11.9% | -52.1% | +40.2% | -6.7% |
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