-26.2%
ABCL vs ESTC
-51.6%
+25.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.1% | -3.3% | -7.5% |
| 7D | -14.9% | -18.5% | +3.6% | -9.3% |
| 30D | -15.4% | -11.0% | -4.4% | -12.0% |
| 3M | +88.0% | +20.8% | +67.2% | +75.8% |
| 6M | +138.8% | +67.9% | +70.9% | +100.7% |
| YTD | +225.4% | +11.6% | +213.8% | +206.2% |
| 1Y | +137.3% | -3.3% | +140.6% | +131.2% |
| 3Y | +136.8% | +16.4% | +120.4% | +91.6% |
| 5Y | -26.2% | -49.9% | +23.6% | -28.1% |
| All | -26.2% | -51.6% | +25.4% | -28.1% |
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 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