+1,170.9%
ANET vs ESTC
+19.1%
+1,151.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +3.0% | -9.2% | +12.2% | +5.7% |
| 30D | -5.2% | +8.1% | -13.3% | -8.6% |
| 3M | +27.6% | +38.5% | -10.9% | +13.6% |
| 6M | +44.4% | +57.8% | -13.4% | +22.5% |
| YTD | +52.3% | +10.5% | +41.8% | +42.0% |
| 1Y | +30.4% | -6.4% | +36.8% | +27.1% |
| 3Y | +313.3% | +4.7% | +308.6% | +261.1% |
| 5Y | +810.0% | -47.8% | +857.8% | +799.9% |
| All | +1,170.9% | +19.1% | +1,151.8% | +706.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling