+282.2%
APH vs ESTC
-48.9%
+331.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.8% |
| 7D | -5.9% | -11.5% | +5.6% | -4.2% |
| 30D | -14.8% | -7.5% | -7.3% | -13.8% |
| 3M | -12.4% | +23.1% | -35.5% | -16.0% |
| 6M | +8.1% | +75.3% | -67.2% | -2.7% |
| YTD | +10.9% | +14.1% | -3.2% | +6.3% |
| 1Y | +8.8% | -0.6% | +9.3% | +6.5% |
| 3Y | +262.1% | +20.8% | +241.3% | +227.3% |
| All | +282.2% | -48.9% | +331.1% | +249.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling