+128.1%
ACM vs ESTC
+24.7%
+103.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +3.0% | -2.6% | +5.6% | +3.4% |
| 30D | +19.7% | -8.6% | +28.3% | +21.2% |
| 3M | +5.3% | +14.4% | -9.0% | +2.2% |
| 6M | -10.8% | +73.3% | -84.1% | -19.7% |
| YTD | -25.1% | +15.7% | -40.8% | -28.4% |
| 1Y | -45.8% | -7.6% | -38.2% | -46.3% |
| 3Y | -9.4% | +14.6% | -24.0% | -17.9% |
| 5Y | +4.8% | -50.0% | +54.8% | +4.8% |
| All | +128.1% | +24.7% | +103.3% | +57.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling