+90.5%
APH vs ESTC
+25.2%
+65.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -5.9% | -41.9% | -46.9% |
| 7D | -48.7% | +9.6% | -58.3% | -48.9% |
| 30D | -51.9% | +31.7% | -83.6% | -53.3% |
| 3M | -43.6% | +41.1% | -84.6% | -45.8% |
| 6M | -37.5% | +77.1% | -114.6% | -42.2% |
| YTD | -38.6% | +21.7% | -60.3% | -40.2% |
| 1Y | -26.3% | +8.4% | -34.7% | -27.2% |
| All | +90.5% | +25.2% | +65.3% | +85.0% |
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 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