-63.4%
ALB vs ESTC
-52.1%
-11.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -5.8% | +2.4% | -8.2% | -6.4% |
| 30D | -4.5% | -4.2% | -0.3% | -3.8% |
| 3M | -28.1% | +2.5% | -30.5% | -29.5% |
| 6M | -53.2% | +81.5% | -134.7% | -61.3% |
| YTD | -33.3% | +16.8% | -50.2% | -38.6% |
| 1Y | -17.4% | -3.5% | -14.0% | -19.8% |
| 3Y | -14.1% | +17.7% | -31.9% | -28.4% |
| All | -63.4% | -52.1% | -11.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling