-56.9%
ACHR vs ESTC
+1.6%
-58.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | -5.1% | -15.9% | +10.8% | +0.2% |
| 30D | -12.7% | -5.5% | -7.2% | -11.2% |
| 3M | -22.4% | +26.2% | -48.6% | -28.8% |
| 6M | -28.6% | +77.0% | -105.6% | -40.4% |
| YTD | -45.2% | +18.9% | -64.1% | -51.6% |
| 1Y | -56.9% | +1.3% | -58.2% | -60.9% |
| All | -56.9% | +1.6% | -58.5% | -60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling