+71.6%
ADM vs ESTC
+24.6%
+47.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | -0.6% |
| 7D | -1.8% | -3.6% | +1.7% | -1.6% |
| 30D | -13.3% | -11.2% | -2.1% | -12.7% |
| 3M | -13.4% | +14.3% | -27.7% | -14.4% |
| 6M | -9.6% | +67.0% | -76.6% | -13.1% |
| YTD | +23.0% | +15.7% | +7.4% | +20.8% |
| 1Y | +27.4% | -6.3% | +33.6% | +26.7% |
| 3Y | +5.7% | +14.5% | -8.8% | +0.1% |
| 5Y | +22.1% | -49.9% | +72.0% | +22.0% |
| All | +71.6% | +24.6% | +47.0% | +34.7% |
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