+109.3%
ADM vs ESTC
+26.3%
+83.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.1% |
| 7D | -0.1% | -4.3% | +4.2% | +0.2% |
| 30D | +11.0% | +17.7% | -6.7% | +9.7% |
| 3M | +6.0% | +42.3% | -36.3% | +3.3% |
| 6M | +26.9% | +64.6% | -37.6% | +22.2% |
| YTD | +50.0% | +17.2% | +32.8% | +47.4% |
| 1Y | +39.6% | -4.2% | +43.8% | +38.8% |
| 3Y | +18.5% | +13.5% | +5.0% | +12.4% |
| 5Y | +62.6% | -45.5% | +108.1% | +60.8% |
| All | +109.3% | +26.3% | +83.0% | +64.4% |
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