+90.9%
APA vs ESTC
-52.1%
+142.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | +8.5% | +2.4% | +6.1% | +8.1% |
| 30D | +2.8% | -4.2% | +7.0% | +3.3% |
| 3M | +21.7% | +2.5% | +19.2% | +20.4% |
| 6M | +32.6% | +81.5% | -48.9% | +18.8% |
| YTD | +103.7% | +16.8% | +86.9% | +94.2% |
| 1Y | +101.8% | -3.5% | +105.3% | +98.4% |
| 3Y | +48.1% | +17.7% | +30.3% | +33.5% |
| All | +90.9% | -52.1% | +142.9% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling