+1,261.8%
ALM vs ESTC
+26.3%
+1,235.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.7% | +12.5% | +9.0% |
| 7D | +8.4% | -4.3% | +12.7% | +8.6% |
| 30D | +34.8% | +17.7% | +17.1% | +33.3% |
| 3M | +16.2% | +42.3% | -26.1% | +13.5% |
| 6M | +2.1% | +64.6% | -62.4% | -1.3% |
| YTD | +117.0% | +17.2% | +99.8% | +113.7% |
| 1Y | +313.9% | -4.2% | +318.1% | +312.0% |
| 3Y | +2,327.9% | +13.5% | +2,314.4% | +2,262.1% |
| 5Y | +1,040.6% | -45.5% | +1,086.2% | +1,036.8% |
| All | +1,261.8% | +26.3% | +1,235.5% | +1,026.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling