+114.3%
ADI vs ESTC
-48.9%
+163.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -12.8% | -11.5% | -1.3% | -10.9% |
| 30D | -11.3% | -7.5% | -3.8% | -10.1% |
| 3M | -3.4% | +23.1% | -26.4% | -7.8% |
| 6M | -12.0% | +75.3% | -87.3% | -22.2% |
| YTD | +35.3% | +14.1% | +21.2% | +28.8% |
| 1Y | +58.1% | -0.6% | +58.6% | +54.3% |
| 3Y | +127.4% | +20.8% | +106.5% | +97.6% |
| All | +114.3% | -48.9% | +163.2% | +99.8% |
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