-51.8%
ACHR vs ESTC
-39.0%
-12.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.5% | +6.4% |
| 7D | +15.3% | -1.2% | +16.5% | +16.2% |
| 30D | -3.0% | -8.1% | +5.1% | +0.4% |
| 3M | -14.0% | +20.2% | -34.1% | -21.2% |
| 6M | -25.8% | +72.7% | -98.5% | -41.8% |
| YTD | -36.0% | +19.6% | -55.7% | -42.8% |
| 1Y | -41.2% | +0.3% | -41.5% | -43.9% |
| 3Y | -8.6% | +22.8% | -31.4% | -25.4% |
| 5Y | -20.6% | -50.9% | +30.2% | -29.2% |
| All | -51.8% | -39.0% | -12.7% | -59.1% |
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