+117.5%
APD vs ESTC
+23.0%
+94.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.7% |
| 7D | -3.7% | -11.5% | +7.9% | -2.4% |
| 30D | +9.6% | -7.5% | +17.1% | +10.3% |
| 3M | +1.6% | +23.1% | -21.4% | -1.2% |
| 6M | +2.2% | +75.3% | -73.1% | -5.0% |
| YTD | +25.9% | +14.1% | +11.8% | +22.1% |
| 1Y | +20.1% | -0.6% | +20.7% | +18.2% |
| 3Y | +12.4% | +20.8% | -8.4% | +3.0% |
| 5Y | +11.1% | -48.8% | +59.9% | +10.3% |
| All | +117.5% | +23.0% | +94.5% | +59.0% |
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