+10.3%
APA vs ESTC
+31.2%
-20.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.1% |
| 7D | +0.5% | -8.1% | +8.6% | +2.4% |
| 30D | +23.4% | +31.7% | -8.3% | +14.3% |
| 3M | +12.7% | +41.1% | -28.4% | +2.2% |
| 6M | +39.4% | +77.1% | -37.6% | +18.1% |
| YTD | +79.0% | +21.7% | +57.3% | +64.7% |
| 1Y | +88.8% | +8.4% | +80.4% | +76.8% |
| 3Y | +6.4% | +23.6% | -17.3% | -12.0% |
| 5Y | +153.0% | -46.5% | +199.4% | +153.0% |
| All | +10.3% | +31.2% | -20.8% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling