+28.0%
AHR vs ESTC
-8.5%
+36.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.4% |
| 7D | -3.0% | -13.2% | +10.1% | -3.6% |
| 30D | +2.6% | +9.3% | -6.7% | +3.0% |
| 3M | +16.0% | +37.3% | -21.3% | +17.5% |
| 6M | +3.1% | +61.0% | -57.9% | +5.3% |
| YTD | +16.0% | +10.7% | +5.4% | +18.7% |
| 1Y | +28.0% | -7.2% | +35.1% | +31.9% |
| All | +28.0% | -8.5% | +36.5% | +31.9% |
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 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