+313.3%
ANET vs ESTC
+6.9%
+306.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +3.0% | -9.2% | +12.2% | +4.9% |
| 30D | -5.2% | +8.1% | -13.3% | -7.6% |
| 3M | +27.6% | +38.5% | -10.9% | +17.0% |
| 6M | +44.4% | +57.8% | -13.4% | +27.7% |
| YTD | +52.3% | +10.5% | +41.8% | +45.6% |
| 1Y | +30.4% | -6.4% | +36.8% | +29.4% |
| 3Y | +313.3% | +4.7% | +308.6% | +315.5% |
| All | +313.3% | +6.9% | +306.4% | +315.5% |
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