-25.9%
ADBE vs ESTC
+1.6%
-27.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.8% | +1.2% |
| 7D | -0.5% | -15.9% | +15.3% | +5.3% |
| 30D | +4.1% | -5.5% | +9.6% | +5.5% |
| 3M | -3.5% | +26.2% | -29.7% | -12.6% |
| 6M | -2.2% | +77.0% | -79.2% | -20.7% |
| YTD | -29.0% | +18.9% | -47.9% | -40.2% |
| 1Y | -25.9% | +1.3% | -27.2% | -38.3% |
| All | -25.9% | +1.6% | -27.5% | -38.3% |
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