-7.3%
ALB vs ESTC
-3.0%
-4.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.9% |
| 7D | +5.3% | -3.6% | +8.8% | +5.6% |
| 30D | -6.3% | -11.2% | +4.9% | -5.1% |
| 3M | -27.4% | +14.3% | -41.7% | -28.7% |
| 6M | -53.1% | +67.0% | -120.1% | -55.5% |
| YTD | -32.3% | +15.7% | -48.0% | -31.5% |
| 1Y | -7.3% | -6.3% | -1.0% | -2.0% |
| All | -7.3% | -3.0% | -4.3% | -2.0% |
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