-9.9%
ABT vs ESTC
-47.2%
+37.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.1% | -2.4% |
| 7D | -3.1% | -4.3% | +1.2% | -2.9% |
| 30D | -2.1% | +17.7% | -19.8% | -3.4% |
| 3M | +17.4% | +42.3% | -24.9% | +14.3% |
| 6M | -2.4% | +64.6% | -67.0% | -6.1% |
| YTD | -14.2% | +17.2% | -31.4% | -15.8% |
| 1Y | -18.3% | -4.2% | -14.1% | -18.8% |
| 3Y | +11.5% | +13.5% | -2.0% | +4.6% |
| 5Y | -9.9% | -45.5% | +35.6% | -14.9% |
| All | -9.9% | -47.2% | +37.3% | -14.9% |
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 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