+86.4%
ALLY vs ESTC
+20.3%
+66.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | +0.1% |
| 7D | -1.1% | -18.5% | +17.4% | +3.5% |
| 30D | +4.2% | -11.0% | +15.2% | +6.7% |
| 3M | -12.4% | +20.8% | -33.2% | -17.5% |
| 6M | -8.7% | +67.9% | -76.6% | -21.2% |
| YTD | -11.6% | +11.6% | -23.3% | -16.8% |
| 1Y | +0.2% | -3.3% | +3.4% | -2.9% |
| 3Y | +57.1% | +16.4% | +40.7% | +34.5% |
| 5Y | -6.8% | -49.9% | +43.0% | -10.7% |
| All | +86.4% | +20.3% | +66.1% | +17.0% |
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