+248.5%
ALAB vs ESTC
-15.1%
+263.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +1.2% |
| 7D | -7.5% | -3.6% | -3.9% | -5.3% |
| 30D | -36.8% | -11.2% | -25.7% | -32.8% |
| 3M | -31.9% | +14.3% | -46.2% | -36.7% |
| 6M | +8.2% | +67.0% | -58.8% | -18.7% |
| YTD | +29.9% | +15.7% | +14.3% | +16.4% |
| 1Y | +24.4% | -6.3% | +30.7% | +26.0% |
| All | +248.5% | -15.1% | +263.6% | +264.2% |
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