+17.8%
ALK vs ESTC
+15.4%
+2.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -2.3% |
| 7D | +7.1% | -18.5% | +25.5% | +10.4% |
| 30D | -3.0% | -11.0% | +8.0% | -1.5% |
| 3M | -25.6% | +20.8% | -46.4% | -29.0% |
| 6M | +0.5% | +67.9% | -67.4% | -10.3% |
| YTD | -23.1% | +11.6% | -34.7% | -26.3% |
| 1Y | -7.5% | -3.3% | -4.3% | -9.1% |
| All | +17.8% | +15.4% | +2.4% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling