+117.9%
ADP vs ESTC
+31.2%
+86.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.4% |
| 7D | -3.4% | -8.1% | +4.7% | -2.3% |
| 30D | +2.8% | +31.7% | -28.9% | -1.8% |
| 3M | +20.9% | +41.1% | -20.1% | +14.3% |
| 6M | +29.9% | +77.1% | -47.2% | +18.4% |
| YTD | +9.6% | +21.7% | -12.1% | +4.9% |
| 1Y | -5.3% | +8.4% | -13.6% | -8.4% |
| 3Y | +16.5% | +23.6% | -7.1% | +4.8% |
| 5Y | +49.4% | -46.5% | +95.9% | +45.6% |
| All | +117.9% | +31.2% | +86.7% | +49.8% |
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