-34.2%
ALB vs ESTC
+25.2%
-59.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | 0.0% | -3.6% |
| 7D | -8.1% | -8.1% | 0.0% | -6.6% |
| 30D | +6.3% | +31.7% | -25.4% | -0.2% |
| 3M | -23.6% | +41.1% | -64.6% | -29.4% |
| 6M | -24.6% | +77.1% | -101.7% | -34.3% |
| YTD | -10.3% | +21.7% | -32.0% | -15.4% |
| 1Y | +61.5% | +8.4% | +53.1% | +55.5% |
| All | -34.2% | +25.2% | -59.3% | -41.5% |
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