+207.4%
ALAB vs ESTC
-16.3%
+223.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.0% | +5.3% |
| 7D | -26.3% | -11.5% | -14.8% | -21.6% |
| 30D | -50.1% | -7.5% | -42.6% | -47.9% |
| 3M | -42.5% | +23.1% | -65.5% | -48.6% |
| 6M | -10.8% | +75.3% | -86.1% | -35.2% |
| YTD | +14.6% | +14.1% | +0.5% | +3.2% |
| 1Y | +17.1% | -0.6% | +17.7% | +13.7% |
| All | +207.4% | -16.3% | +223.7% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling