+426.5%
ADI vs ESTC
+25.9%
+400.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.5% |
| 7D | +9.5% | +2.4% | +7.1% | +8.9% |
| 30D | -1.4% | -4.2% | +2.9% | -0.4% |
| 3M | +4.7% | +2.5% | +2.3% | +3.1% |
| 6M | -7.4% | +81.5% | -88.9% | -20.9% |
| YTD | +48.1% | +16.8% | +31.2% | +37.9% |
| 1Y | +69.6% | -3.5% | +73.1% | +64.8% |
| 3Y | +144.4% | +17.7% | +126.6% | +108.1% |
| 5Y | +134.1% | -51.7% | +185.9% | +136.4% |
| All | +426.5% | +25.9% | +400.6% | +240.9% |
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 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