-22.5%
ABCL vs ESTC
-48.9%
+26.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.2% | +4.5% | +6.1% |
| 7D | -3.2% | -11.5% | +8.3% | +0.7% |
| 30D | -7.4% | -7.5% | +0.1% | -4.8% |
| 3M | +81.9% | +23.1% | +58.9% | +69.2% |
| 6M | +135.7% | +75.3% | +60.4% | +95.7% |
| YTD | +247.4% | +14.1% | +233.3% | +224.8% |
| 1Y | +162.3% | -0.6% | +162.8% | +153.4% |
| 3Y | +165.5% | +20.8% | +144.7% | +112.1% |
| All | -22.5% | -48.9% | +26.4% | -22.2% |
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 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