+73.3%
ADM vs ESTC
+23.0%
+50.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -9.0% | -11.5% | +2.5% | -8.4% |
| 30D | -14.0% | -7.5% | -6.4% | -13.7% |
| 3M | -9.2% | +23.1% | -32.2% | -10.7% |
| 6M | -9.2% | +75.3% | -84.4% | -12.9% |
| YTD | +24.2% | +14.1% | +10.1% | +22.1% |
| 1Y | +27.0% | -0.6% | +27.5% | +25.8% |
| 3Y | +6.6% | +20.8% | -14.2% | +0.4% |
| 5Y | +25.0% | -48.8% | +73.7% | +24.4% |
| All | +73.3% | +23.0% | +50.3% | +36.2% |
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 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