-5.5%
ALK vs ESTC
-8.0%
+2.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +2.6% | -2.6% | +5.2% | +2.7% |
| 30D | +7.8% | -8.6% | +16.4% | +8.1% |
| 3M | -15.2% | +14.4% | -29.6% | -16.4% |
| 6M | +5.0% | +73.3% | -68.3% | -0.8% |
| YTD | -18.4% | +15.7% | -34.2% | -19.9% |
| All | -5.5% | -8.0% | +2.5% | -5.1% |
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