-39.5%
ALK vs ESTC
+20.3%
-59.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.1% | +2.9% | -2.2% |
| 7D | +7.1% | -18.5% | +25.5% | +10.9% |
| 30D | -3.0% | -11.0% | +8.0% | -1.2% |
| 3M | -25.6% | +20.8% | -46.4% | -29.2% |
| 6M | +0.5% | +67.9% | -67.4% | -10.7% |
| YTD | -23.1% | +11.6% | -34.7% | -26.8% |
| 1Y | -7.5% | -3.3% | -4.3% | -9.9% |
| 3Y | +15.3% | +16.4% | -1.1% | +3.4% |
| 5Y | -34.8% | -49.9% | +15.1% | -36.8% |
| All | -39.5% | +20.3% | -59.8% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling