+6.6%
ADM vs ESTC
+18.0%
-11.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.7% |
| 7D | -9.0% | -11.5% | +2.5% | -9.0% |
| 30D | -14.0% | -7.5% | -6.4% | -14.0% |
| 3M | -9.2% | +23.1% | -32.2% | -9.2% |
| 6M | -9.2% | +75.3% | -84.4% | -9.3% |
| YTD | +24.2% | +14.1% | +10.1% | +24.3% |
| 1Y | +27.0% | -0.6% | +27.5% | +27.2% |
| 3Y | +6.6% | +20.8% | -14.2% | +2.8% |
| All | +6.6% | +18.0% | -11.4% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling