-26.7%
ACHR vs ESTC
-50.5%
+23.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.2% | +12.5% | +13.8% |
| 7D | +5.7% | -11.5% | +17.2% | +11.3% |
| 30D | -4.9% | -7.5% | +2.6% | -1.7% |
| 3M | -15.1% | +23.1% | -38.2% | -23.5% |
| 6M | -30.7% | +75.3% | -106.0% | -46.8% |
| YTD | -41.0% | +14.1% | -55.1% | -46.6% |
| 1Y | -50.0% | -0.6% | -49.4% | -52.4% |
| 3Y | -17.0% | +20.8% | -37.8% | -33.5% |
| All | -26.7% | -50.5% | +23.8% | -41.5% |
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