+75.6%
ADM vs ESTC
+24.7%
+50.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +0.1% | -2.6% | +2.8% | +0.3% |
| 30D | -11.8% | -8.6% | -3.2% | -11.4% |
| 3M | -11.3% | +14.4% | -25.7% | -12.4% |
| 6M | -10.0% | +73.3% | -83.3% | -13.7% |
| YTD | +25.9% | +15.7% | +10.2% | +23.6% |
| 1Y | +26.7% | -7.6% | +34.2% | +26.2% |
| 3Y | +8.1% | +14.6% | -6.4% | +2.5% |
| 5Y | +23.5% | -50.0% | +73.5% | +23.5% |
| All | +75.6% | +24.7% | +50.9% | +37.9% |
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