+122.0%
APD vs ESTC
+28.9%
+93.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.9% | -2.8% | +1.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +10.6% | -8.1% | +18.7% | +11.4% |
| 3M | +2.5% | +20.2% | -17.7% | -0.1% |
| 6M | +6.0% | +72.7% | -66.8% | -1.3% |
| YTD | +28.4% | +19.6% | +8.8% | +24.0% |
| 1Y | +22.2% | +0.3% | +21.9% | +20.2% |
| 3Y | +26.6% | +22.8% | +3.8% | +16.1% |
| 5Y | +11.8% | -50.9% | +62.6% | +12.1% |
| All | +122.0% | +28.9% | +93.0% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling