+383.0%
ADI vs ESTC
+23.7%
+359.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +2.6% | -3.3% | +6.0% | +3.2% |
| 30D | -4.6% | +13.4% | -18.1% | -8.2% |
| 3M | -9.5% | +41.3% | -50.8% | -17.6% |
| 6M | +14.8% | +62.6% | -47.7% | -0.1% |
| YTD | +35.8% | +14.8% | +21.1% | +27.2% |
| 1Y | +48.9% | -5.1% | +54.0% | +44.8% |
| 3Y | +115.6% | +11.2% | +104.4% | +85.8% |
| 5Y | +135.1% | -47.0% | +182.1% | +129.7% |
| All | +383.0% | +23.7% | +359.3% | +214.4% |
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