+12.4%
APA vs ESTC
+26.3%
-14.0%
-91.4%
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 | +1.8% | -3.7% | +5.5% | +2.7% |
| 7D | -1.7% | -4.3% | +2.6% | -0.8% |
| 30D | +15.7% | +17.7% | -2.0% | +10.2% |
| 3M | +16.5% | +42.3% | -25.8% | +5.3% |
| 6M | +35.1% | +64.6% | -29.5% | +16.5% |
| YTD | +82.2% | +17.2% | +65.0% | +69.1% |
| 1Y | +102.5% | -4.2% | +106.7% | +96.0% |
| 3Y | +10.3% | +13.5% | -3.2% | -6.5% |
| 5Y | +166.1% | -45.5% | +211.7% | +162.5% |
| All | +12.4% | +26.3% | -14.0% | -38.1% |
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