-5.2%
ABNB vs ESTC
-48.9%
+43.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.2% | +9.4% | +10.9% |
| 7D | +15.6% | -11.5% | +27.1% | +20.3% |
| 30D | +18.3% | -7.5% | +25.8% | +20.8% |
| 3M | +25.3% | +23.1% | +2.2% | +14.6% |
| 6M | +35.8% | +75.3% | -39.5% | +8.6% |
| YTD | +40.0% | +14.1% | +25.9% | +28.2% |
| 1Y | +57.6% | -0.6% | +58.2% | +50.1% |
| 3Y | +60.8% | +20.8% | +40.0% | +23.8% |
| All | -5.2% | -48.9% | +43.8% | -14.0% |
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