+275.3%
AG vs ESTC
+31.2%
+244.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.3% |
| 7D | +1.0% | -8.1% | +9.1% | +2.2% |
| 30D | +19.2% | +31.7% | -12.5% | +13.6% |
| 3M | +6.2% | +41.1% | -34.9% | -0.1% |
| 6M | -26.7% | +77.1% | -103.7% | -33.8% |
| YTD | +26.1% | +21.7% | +4.4% | +20.3% |
| 1Y | +131.7% | +8.4% | +123.3% | +124.2% |
| 3Y | +255.3% | +23.6% | +231.7% | +222.0% |
| 5Y | +61.9% | -46.5% | +108.4% | +52.1% |
| All | +275.3% | +31.2% | +244.2% | +230.1% |
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