+17.2%
ABNB vs ESTC
-36.3%
+53.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | -7.4% | -3.3% | -4.1% | -6.4% |
| 30D | -8.2% | +13.4% | -21.6% | -13.1% |
| 3M | +29.1% | +41.3% | -12.2% | +13.1% |
| 6M | +26.6% | +62.6% | -36.0% | +4.3% |
| YTD | +25.0% | +14.8% | +10.2% | +15.2% |
| 1Y | +37.0% | -5.1% | +42.1% | +33.2% |
| 3Y | +16.3% | +11.2% | +5.2% | -5.7% |
| 5Y | +2.2% | -47.0% | +49.2% | -2.5% |
| All | +17.2% | -36.3% | +53.6% | -3.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling