-34.5%
ADSK vs ESTC
-7.7%
-26.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -9.2% | +6.6% | -0.2% |
| 30D | -14.9% | +8.1% | -22.9% | -17.4% |
| 3M | +3.3% | +38.5% | -35.2% | -6.9% |
| 6M | -15.7% | +57.8% | -73.4% | -27.4% |
| YTD | -28.2% | +10.5% | -38.8% | -34.8% |
| 1Y | -34.5% | -6.4% | -28.2% | -38.7% |
| All | -34.5% | -7.7% | -26.8% | -38.7% |
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