+115.0%
APD vs ESTC
+31.2%
+83.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.5% |
| 7D | -2.2% | -8.1% | +5.9% | -1.4% |
| 30D | +2.1% | +31.7% | -29.6% | -1.3% |
| 3M | +7.2% | +41.1% | -33.9% | +2.7% |
| 6M | +11.2% | +77.1% | -65.8% | +3.3% |
| YTD | +24.4% | +21.7% | +2.7% | +20.1% |
| 1Y | +6.7% | +8.4% | -1.7% | +4.0% |
| 3Y | +9.2% | +23.6% | -14.4% | 0.0% |
| 5Y | +27.4% | -46.5% | +73.8% | +26.0% |
| All | +115.0% | +31.2% | +83.8% | +56.4% |
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 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