-5.5%
ADBE vs ESTC
+19.3%
-24.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.2% |
| 7D | -12.9% | -13.2% | +0.2% | -8.8% |
| 30D | -5.6% | +9.3% | -15.0% | -9.1% |
| 3M | +6.6% | +37.3% | -30.7% | -4.7% |
| 6M | -9.6% | +61.0% | -70.6% | -23.4% |
| YTD | -28.9% | +10.7% | -39.6% | -32.8% |
| 1Y | -28.9% | -7.2% | -21.8% | -29.9% |
| 3Y | -55.6% | +7.2% | -62.8% | -62.6% |
| 5Y | -62.2% | -47.7% | -14.5% | -62.4% |
| All | -5.5% | +19.3% | -24.7% | -42.2% |
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