+316.4%
ALM vs ESTC
+7.3%
+309.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.6% |
| 7D | -2.6% | -8.1% | +5.5% | -2.9% |
| 30D | +32.0% | +31.7% | +0.3% | +32.4% |
| 3M | -15.0% | +41.1% | -56.1% | -14.2% |
| 6M | -10.1% | +77.1% | -87.2% | -10.0% |
| YTD | +99.4% | +21.7% | +77.7% | +105.5% |
| 1Y | +316.4% | +8.4% | +308.0% | +341.0% |
| All | +316.4% | +7.3% | +309.1% | +341.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling