-49.9%
ACHR vs ESTC
-6.1%
-43.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +2.0% | -12.9% | -11.6% |
| 7D | +11.9% | +5.8% | +6.1% | +9.8% |
| 30D | -2.5% | -5.6% | +3.1% | -0.7% |
| 3M | -31.2% | +15.4% | -46.6% | -35.0% |
| 6M | -32.2% | +77.8% | -110.0% | -43.6% |
| YTD | -42.4% | +18.1% | -60.5% | -48.9% |
| 1Y | -49.9% | -3.7% | -46.3% | -54.8% |
| All | -49.9% | -6.1% | -43.8% | -54.8% |
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