-77.5%
ADVB vs ESTC
-2.5%
-75.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +4.0% |
| 7D | -13.9% | -11.5% | -2.4% | -13.1% |
| 30D | -68.1% | -7.5% | -60.6% | -67.8% |
| 3M | -73.4% | +23.1% | -96.4% | -73.4% |
| 6M | -70.8% | +75.3% | -146.1% | -71.2% |
| YTD | -66.1% | +14.1% | -80.2% | -64.0% |
| 1Y | -77.5% | -0.6% | -76.9% | -75.8% |
| All | -77.5% | -2.5% | -75.0% | -75.8% |
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 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