+26.3%
ADM vs ESTC
-48.9%
+75.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.8% |
| 7D | -9.0% | -11.5% | +2.5% | -8.7% |
| 30D | -14.0% | -7.5% | -6.4% | -13.8% |
| 3M | -9.2% | +23.1% | -32.2% | -9.9% |
| 6M | -9.2% | +75.3% | -84.4% | -10.9% |
| YTD | +24.2% | +14.1% | +10.1% | +23.3% |
| 1Y | +27.0% | -0.6% | +27.5% | +26.6% |
| 3Y | +6.6% | +20.8% | -14.2% | +2.8% |
| All | +26.3% | -48.9% | +75.2% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling