+124.2%
APD vs ESTC
+24.6%
+99.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.7% |
| 7D | -0.2% | -3.6% | +3.3% | +0.1% |
| 30D | +11.0% | -11.2% | +22.2% | +12.2% |
| 3M | +2.0% | +14.3% | -12.3% | -0.1% |
| 6M | +7.1% | +67.0% | -59.9% | +0.1% |
| YTD | +29.8% | +15.7% | +14.1% | +25.7% |
| 1Y | +24.0% | -6.3% | +30.3% | +23.0% |
| 3Y | +27.2% | +14.5% | +12.7% | +17.7% |
| 5Y | +12.8% | -49.9% | +62.6% | +12.5% |
| All | +124.2% | +24.6% | +99.6% | +63.6% |
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 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