+36.1%
ALB vs ESTC
+31.2%
+5.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | 0.0% | -3.2% |
| 7D | -8.1% | -8.1% | 0.0% | -6.1% |
| 30D | +6.3% | +31.7% | -25.4% | -2.4% |
| 3M | -23.6% | +41.1% | -64.6% | -31.4% |
| 6M | -24.6% | +77.1% | -101.7% | -37.4% |
| YTD | -10.3% | +21.7% | -32.0% | -18.0% |
| 1Y | +61.5% | +8.4% | +53.1% | +51.3% |
| 3Y | -34.0% | +23.6% | -57.6% | -45.1% |
| 5Y | -44.6% | -46.5% | +1.9% | -46.3% |
| All | +36.1% | +31.2% | +5.0% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling