-80.6%
ABCL vs ESTC
-35.9%
-44.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.2% |
| 7D | +0.7% | -8.1% | +8.8% | +3.3% |
| 30D | +93.1% | +31.7% | +61.4% | +74.0% |
| 3M | +79.4% | +41.1% | +38.4% | +57.2% |
| 6M | +214.9% | +77.1% | +137.8% | +154.2% |
| YTD | +234.2% | +21.7% | +212.5% | +203.2% |
| 1Y | +174.8% | +8.4% | +166.4% | +155.4% |
| 3Y | +104.5% | +23.6% | +80.9% | +58.1% |
| 5Y | -39.0% | -46.5% | +7.5% | -37.1% |
| All | -80.6% | -35.9% | -44.7% | -83.2% |
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