+35.1%
APD vs ESTC
+1.6%
+33.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.8% |
| 7D | +3.8% | -15.9% | +19.7% | +3.0% |
| 30D | +14.1% | -5.5% | +19.6% | +13.8% |
| 3M | +8.2% | +26.2% | -18.0% | +9.9% |
| 6M | +7.5% | +77.0% | -69.5% | +12.3% |
| YTD | +31.7% | +18.9% | +12.8% | +36.3% |
| 1Y | +35.1% | +1.3% | +33.8% | +39.3% |
| All | +35.1% | +1.6% | +33.5% | +39.3% |
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