+18.6%
ADM vs ESTC
+25.2%
-6.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.3% |
| 7D | +3.8% | -8.1% | +11.9% | +3.8% |
| 30D | +9.8% | +31.7% | -21.9% | +9.8% |
| 3M | +2.1% | +41.1% | -38.9% | +2.3% |
| 6M | +27.5% | +77.1% | -49.6% | +27.8% |
| YTD | +50.2% | +21.7% | +28.5% | +50.5% |
| 1Y | +40.6% | +8.4% | +32.2% | +40.9% |
| All | +18.6% | +25.2% | -6.6% | +17.2% |
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 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