+267.2%
ALAB vs ESTC
-13.4%
+280.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.3% |
| 7D | +26.9% | +5.8% | +21.2% | +24.0% |
| 30D | -30.0% | -5.6% | -24.4% | -27.5% |
| 3M | -28.5% | +15.4% | -44.0% | -33.9% |
| 6M | +11.4% | +77.8% | -66.4% | -18.8% |
| YTD | +36.9% | +18.1% | +18.9% | +21.5% |
| 1Y | +44.4% | -3.7% | +48.0% | +44.1% |
| All | +267.2% | -13.4% | +280.6% | +280.1% |
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