+27.0%
ABNB vs ESTC
+18.2%
+8.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.7% |
| 7D | -4.0% | -8.1% | +4.2% | -2.1% |
| 30D | +19.3% | +31.7% | -12.4% | +11.0% |
| 3M | +36.1% | +41.1% | -5.0% | +24.1% |
| 6M | +34.2% | +77.1% | -42.8% | +15.3% |
| YTD | +34.1% | +21.7% | +12.4% | +24.8% |
| 1Y | +45.1% | +8.4% | +36.7% | +37.6% |
| All | +27.0% | +18.2% | +8.8% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling