-63.2%
ADBE vs ESTC
-52.1%
-11.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +1.6% | +2.4% | -0.8% | +0.8% |
| 30D | +1.0% | -4.2% | +5.2% | +1.8% |
| 3M | -10.1% | +2.5% | -12.6% | -11.8% |
| 6M | +3.0% | +81.5% | -78.5% | -14.9% |
| YTD | -30.5% | +16.8% | -47.4% | -35.6% |
| 1Y | -27.1% | -3.5% | -23.7% | -29.2% |
| 3Y | -58.8% | +17.7% | -76.5% | -66.0% |
| All | -63.2% | -52.1% | -11.1% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling