+344.9%
AHR vs ESTC
-29.8%
+374.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | -4.3% | -3.3% | -1.0% | -4.2% |
| 30D | -3.1% | +13.4% | -16.5% | -3.6% |
| 3M | +15.7% | +41.3% | -25.7% | +13.9% |
| 6M | +4.1% | +62.6% | -58.5% | +1.7% |
| YTD | +15.4% | +14.8% | +0.7% | +15.2% |
| 1Y | +28.0% | -5.1% | +33.0% | +29.4% |
| All | +344.9% | -29.8% | +374.7% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling