+27.2%
APA vs ESTC
+18.0%
+9.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.4% |
| 7D | -15.5% | -11.5% | -4.0% | -14.3% |
| 30D | +2.4% | -7.5% | +9.9% | +3.2% |
| 3M | +22.8% | +23.1% | -0.3% | +19.0% |
| 6M | +17.9% | +75.3% | -57.3% | +8.9% |
| YTD | +87.7% | +14.1% | +73.6% | +82.2% |
| 1Y | +94.2% | -0.6% | +94.8% | +92.1% |
| 3Y | +27.2% | +20.8% | +6.4% | +21.6% |
| All | +27.2% | +18.0% | +9.2% | +21.6% |
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