+609.9%
APH vs ESTC
+23.0%
+587.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.7% |
| 7D | -5.9% | -11.5% | +5.6% | -3.8% |
| 30D | -14.8% | -7.5% | -7.3% | -13.6% |
| 3M | -12.4% | +23.1% | -35.5% | -16.7% |
| 6M | +8.1% | +75.3% | -67.2% | -4.6% |
| YTD | +10.9% | +14.1% | -3.2% | +5.2% |
| 1Y | +8.8% | -0.6% | +9.3% | +5.6% |
| 3Y | +262.1% | +20.8% | +241.3% | +219.0% |
| 5Y | +283.1% | -48.8% | +331.9% | +279.7% |
| All | +609.9% | +23.0% | +587.0% | +382.4% |
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