+247.7%
APH vs ESTC
+15.4%
+232.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -8.6% |
| 7D | -12.7% | -18.5% | +5.8% | -10.6% |
| 30D | -19.2% | -11.0% | -8.2% | -18.0% |
| 3M | -16.7% | +20.8% | -37.5% | -19.2% |
| 6M | +5.1% | +67.9% | -62.8% | -3.1% |
| YTD | +6.6% | +11.6% | -5.1% | +3.7% |
| 1Y | +3.9% | -3.3% | +7.2% | +3.3% |
| All | +247.7% | +15.4% | +232.3% | +240.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling