+69.4%
ALLY vs ESTC
+25.2%
+44.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | +3.7% | -8.1% | +11.8% | +4.9% |
| 30D | -2.3% | +31.7% | -33.9% | -6.9% |
| 3M | +3.8% | +41.1% | -37.2% | -2.4% |
| 6M | +9.7% | +77.1% | -67.4% | -1.4% |
| YTD | -1.4% | +21.7% | -23.1% | -6.0% |
| 1Y | +8.2% | +8.4% | -0.1% | +4.5% |
| All | +69.4% | +25.2% | +44.2% | +54.9% |
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