+65.2%
ALAB vs ESTC
+7.3%
+57.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.5% | +14.2% | +10.4% |
| 7D | +7.2% | -8.1% | +15.3% | +8.4% |
| 30D | -2.5% | +31.7% | -34.2% | -8.2% |
| 3M | -13.3% | +41.1% | -54.4% | -19.2% |
| 6M | +172.8% | +77.1% | +95.8% | +137.0% |
| YTD | +86.6% | +21.7% | +64.9% | +83.1% |
| 1Y | +65.2% | +8.4% | +56.8% | +76.3% |
| All | +65.2% | +7.3% | +57.9% | +76.3% |
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