+45.7%
APA vs ESTC
+16.0%
+29.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | +9.6% | +5.8% | +3.8% | +8.9% |
| 30D | -0.2% | -5.6% | +5.4% | +0.3% |
| 3M | +19.8% | +15.4% | +4.4% | +17.0% |
| 6M | +30.1% | +77.8% | -47.7% | +19.9% |
| YTD | +100.4% | +18.1% | +82.4% | +93.7% |
| 1Y | +105.2% | -3.7% | +108.9% | +104.3% |
| All | +45.7% | +16.0% | +29.7% | +38.8% |
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