-5.3%
ALK vs ESTC
-2.5%
-2.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.5% |
| 7D | +9.0% | -11.5% | +20.6% | +9.6% |
| 30D | -1.6% | -7.5% | +5.9% | -1.4% |
| 3M | -23.2% | +23.1% | -46.2% | -24.8% |
| 6M | -3.9% | +75.3% | -79.2% | -9.4% |
| YTD | -22.6% | +14.1% | -36.7% | -23.9% |
| 1Y | -5.3% | -0.6% | -4.7% | -6.2% |
| All | -5.3% | -2.5% | -2.8% | -6.2% |
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 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