-34.3%
ALK vs ESTC
+31.2%
-65.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.4% |
| 7D | -0.7% | -8.1% | +7.4% | +0.8% |
| 30D | -19.2% | +31.7% | -50.9% | -23.9% |
| 3M | -1.5% | +41.1% | -42.6% | -8.7% |
| 6M | -13.1% | +77.1% | -90.1% | -23.5% |
| YTD | -16.4% | +21.7% | -38.1% | -21.4% |
| 1Y | -33.1% | +8.4% | -41.4% | -36.1% |
| 3Y | +0.6% | +23.6% | -23.0% | -10.6% |
| 5Y | -26.4% | -46.5% | +20.1% | -29.4% |
| All | -34.3% | +31.2% | -65.5% | -55.2% |
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 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