+47.8%
ADP vs ESTC
+18.0%
+29.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.5% |
| 7D | +3.2% | -11.5% | +14.7% | +4.5% |
| 30D | +14.9% | -7.5% | +22.4% | +15.5% |
| 3M | +11.6% | +23.1% | -11.4% | +8.3% |
| 6M | +48.5% | +75.3% | -26.8% | +38.6% |
| YTD | +20.6% | +14.1% | +6.5% | +15.9% |
| 1Y | +23.7% | -0.6% | +24.3% | +19.8% |
| 3Y | +47.8% | +20.8% | +27.0% | +39.4% |
| All | +47.8% | +18.0% | +29.8% | +39.4% |
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