-13.1%
ALK vs ESTC
+74.7%
-87.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.5% |
| 7D | -0.7% | -8.1% | +7.4% | -0.7% |
| 30D | -19.2% | +31.7% | -50.9% | -19.1% |
| 3M | -1.5% | +41.1% | -42.6% | -1.1% |
| 6M | -13.1% | +77.1% | -90.1% | -11.1% |
| All | -13.1% | +74.7% | -87.8% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling