+88.2%
APA vs ESTC
+0.3%
+87.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.0% | -0.3% |
| 7D | -8.7% | -1.2% | -7.6% | -8.7% |
| 30D | -2.4% | -8.1% | +5.7% | -2.3% |
| 3M | +19.0% | +20.2% | -1.2% | +18.7% |
| 6M | +26.8% | +72.7% | -45.9% | +27.0% |
| YTD | +87.3% | +19.6% | +67.7% | +84.2% |
| All | +88.2% | +0.3% | +87.9% | +88.7% |
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