+25.7%
ABNB vs ESTC
-32.5%
+58.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.2% |
| 7D | -4.0% | -8.1% | +4.2% | -1.3% |
| 30D | +19.3% | +31.7% | -12.4% | +7.5% |
| 3M | +36.1% | +41.1% | -5.0% | +19.2% |
| 6M | +34.2% | +77.1% | -42.8% | +7.4% |
| YTD | +34.1% | +21.7% | +12.4% | +21.0% |
| 1Y | +45.1% | +8.4% | +36.7% | +34.5% |
| 3Y | +37.1% | +23.6% | +13.5% | +6.6% |
| 5Y | +15.2% | -46.5% | +61.6% | +9.3% |
| All | +25.7% | -32.5% | +58.2% | +1.0% |
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 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