-31.9%
ADSK vs ESTC
+7.3%
-39.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.5% | -3.8% | -7.1% |
| 7D | -16.4% | -8.1% | -8.3% | -14.6% |
| 30D | -9.2% | +31.7% | -40.9% | -16.4% |
| 3M | -6.7% | +41.1% | -47.8% | -16.2% |
| 6M | -15.5% | +77.1% | -92.6% | -29.1% |
| YTD | -26.4% | +21.7% | -48.1% | -34.6% |
| 1Y | -31.9% | +8.4% | -40.3% | -38.4% |
| All | -31.9% | +7.3% | -39.2% | -38.4% |
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 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