-34.8%
ALK vs ESTC
+28.9%
-63.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.9% | +2.2% | +6.2% |
| 7D | +8.9% | -1.2% | +10.1% | +9.2% |
| 30D | +5.9% | -8.1% | +14.1% | +7.3% |
| 3M | -16.5% | +20.2% | -36.7% | -20.3% |
| 6M | +2.1% | +72.7% | -70.6% | -9.6% |
| YTD | -17.1% | +19.6% | -36.7% | -22.1% |
| 1Y | -2.9% | +0.3% | -3.1% | -5.9% |
| 3Y | +24.5% | +22.8% | +1.7% | +10.7% |
| 5Y | -29.1% | -50.9% | +21.8% | -31.1% |
| All | -34.8% | +28.9% | -63.8% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling