+40.6%
ADM vs ESTC
+7.3%
+33.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.2% |
| 7D | +3.8% | -8.1% | +11.9% | +3.6% |
| 30D | +9.8% | +31.7% | -21.9% | +10.8% |
| 3M | +2.1% | +41.1% | -38.9% | +3.6% |
| 6M | +27.5% | +77.1% | -49.6% | +30.6% |
| YTD | +50.2% | +21.7% | +28.5% | +50.3% |
| 1Y | +40.6% | +8.4% | +32.2% | +40.2% |
| All | +40.6% | +7.3% | +33.3% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling