-45.1%
ACM vs ESTC
-3.0%
-42.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.1% |
| 7D | +6.6% | -3.6% | +10.2% | +7.2% |
| 30D | +19.8% | -11.2% | +30.9% | +21.7% |
| 3M | -3.1% | +14.3% | -17.5% | -6.1% |
| 6M | -11.5% | +67.0% | -78.5% | -19.5% |
| YTD | -24.7% | +15.7% | -40.3% | -27.8% |
| 1Y | -45.1% | -6.3% | -38.8% | -45.4% |
| All | -45.1% | -3.0% | -42.0% | -45.4% |
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