+141.2%
ADI vs ESTC
-47.2%
+188.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.9% |
| 7D | +2.4% | -4.3% | +6.7% | +3.1% |
| 30D | -6.6% | +17.7% | -24.3% | -10.0% |
| 3M | -9.8% | +42.3% | -52.1% | -16.4% |
| 6M | +15.7% | +64.6% | -48.9% | +3.1% |
| YTD | +35.1% | +17.2% | +17.9% | +28.2% |
| 1Y | +47.7% | -4.2% | +51.9% | +45.2% |
| 3Y | +114.5% | +13.5% | +100.9% | +89.3% |
| 5Y | +141.2% | -45.5% | +186.8% | +128.2% |
| All | +141.2% | -47.2% | +188.5% | +128.2% |
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 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