+109.5%
ADM vs ESTC
+31.2%
+78.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.6% |
| 7D | +3.8% | -8.1% | +11.9% | +4.3% |
| 30D | +9.8% | +31.7% | -21.9% | +7.6% |
| 3M | +2.1% | +41.1% | -38.9% | -0.4% |
| 6M | +27.5% | +77.1% | -49.6% | +22.2% |
| YTD | +50.2% | +21.7% | +28.5% | +47.2% |
| 1Y | +40.6% | +8.4% | +32.2% | +38.5% |
| 3Y | +17.2% | +23.6% | -6.4% | +10.4% |
| 5Y | +61.9% | -46.5% | +108.4% | +60.9% |
| All | +109.5% | +31.2% | +78.4% | +64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling