+23.7%
ADP vs ESTC
-2.5%
+26.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.6% |
| 7D | +3.2% | -11.5% | +14.7% | +5.4% |
| 30D | +14.9% | -7.5% | +22.4% | +15.9% |
| 3M | +11.6% | +23.1% | -11.4% | +4.7% |
| 6M | +48.5% | +75.3% | -26.8% | +28.1% |
| YTD | +20.6% | +14.1% | +6.5% | +8.7% |
| 1Y | +23.7% | -0.6% | +24.3% | +11.5% |
| All | +23.7% | -2.5% | +26.2% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling