-44.3%
ACHR vs ESTC
-3.0%
-41.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.3% | -0.9% |
| 7D | +14.0% | -3.6% | +17.6% | +15.6% |
| 30D | -5.0% | -11.2% | +6.1% | -1.3% |
| 3M | -24.8% | +14.3% | -39.1% | -28.8% |
| 6M | -27.3% | +67.0% | -94.3% | -38.5% |
| YTD | -37.4% | +15.7% | -53.0% | -43.7% |
| 1Y | -44.3% | -6.3% | -38.0% | -47.6% |
| All | -44.3% | -3.0% | -41.2% | -47.6% |
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