-25.6%
ADSK vs ESTC
-49.0%
+23.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +3.5% |
| 7D | -10.9% | -13.2% | +2.3% | -6.9% |
| 30D | -15.9% | +9.3% | -25.2% | -19.1% |
| 3M | -4.4% | +37.3% | -41.7% | -14.6% |
| 6M | -16.6% | +61.0% | -77.6% | -29.6% |
| YTD | -28.5% | +10.7% | -39.2% | -32.9% |
| 1Y | -34.6% | -7.2% | -27.5% | -35.9% |
| 3Y | -3.5% | +7.2% | -10.6% | -19.6% |
| 5Y | -25.6% | -47.7% | +22.1% | -33.3% |
| All | -25.6% | -49.0% | +23.4% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling