+74.0%
ADSK vs ESTC
+25.9%
+48.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +1.0% | +2.4% | -1.4% | +0.1% |
| 30D | +14.4% | -4.2% | +18.6% | +15.3% |
| 3M | +2.5% | +2.5% | 0.0% | -0.3% |
| 6M | +14.5% | +81.5% | -67.0% | -9.8% |
| YTD | -10.7% | +16.8% | -27.5% | -19.0% |
| 1Y | -11.0% | -3.5% | -7.6% | -14.5% |
| 3Y | +25.9% | +17.7% | +8.1% | -0.6% |
| 5Y | -19.7% | -51.7% | +32.0% | -18.5% |
| All | +74.0% | +25.9% | +48.0% | -1.9% |
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