+74.9%
ABT vs ESTC
+31.2%
+43.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.1% |
| 7D | -3.7% | -8.1% | +4.4% | -2.9% |
| 30D | +2.5% | +31.7% | -29.2% | -0.9% |
| 3M | +20.2% | +41.1% | -20.9% | +15.1% |
| 6M | -2.9% | +77.1% | -80.0% | -9.7% |
| YTD | -11.9% | +21.7% | -33.6% | -14.9% |
| 1Y | -16.5% | +8.4% | -24.9% | -18.7% |
| 3Y | +12.1% | +23.6% | -11.5% | +1.3% |
| 5Y | -7.4% | -46.5% | +39.1% | -8.9% |
| All | +74.9% | +31.2% | +43.8% | +26.4% |
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