+1.2%
ADBE vs ESTC
+31.2%
-29.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.5% | -2.2% | -5.3% |
| 7D | -8.6% | -8.1% | -0.5% | -6.1% |
| 30D | +2.8% | +31.7% | -28.9% | -6.8% |
| 3M | +3.1% | +41.1% | -37.9% | -8.6% |
| 6M | -2.4% | +77.1% | -79.5% | -19.8% |
| YTD | -23.9% | +21.7% | -45.6% | -30.2% |
| 1Y | -22.6% | +8.4% | -31.0% | -27.4% |
| 3Y | -52.7% | +23.6% | -76.3% | -62.1% |
| 5Y | -60.0% | -46.5% | -13.6% | -60.4% |
| All | +1.2% | +31.2% | -29.9% | -39.9% |
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