+115.0%
ACM vs ESTC
+31.2%
+83.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.4% |
| 7D | -3.7% | -8.1% | +4.4% | -2.4% |
| 30D | -11.1% | +31.7% | -42.8% | -15.5% |
| 3M | -8.0% | +41.1% | -49.0% | -13.7% |
| 6M | -29.7% | +77.1% | -106.7% | -36.9% |
| YTD | -29.4% | +21.7% | -51.1% | -32.8% |
| 1Y | -46.4% | +8.4% | -54.8% | -48.3% |
| 3Y | -22.3% | +23.6% | -46.0% | -30.5% |
| 5Y | +4.5% | -46.5% | +50.9% | +3.3% |
| All | +115.0% | +31.2% | +83.9% | +48.1% |
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