+581.9%
APH vs ESTC
+20.3%
+561.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.1% | -3.2% | -8.2% |
| 7D | -12.7% | -18.5% | +5.8% | -9.4% |
| 30D | -19.2% | -11.0% | -8.2% | -17.5% |
| 3M | -16.7% | +20.8% | -37.5% | -20.5% |
| 6M | +5.1% | +67.9% | -62.8% | -6.5% |
| YTD | +6.6% | +11.6% | -5.1% | +1.4% |
| 1Y | +3.9% | -3.3% | +7.2% | +1.4% |
| 3Y | +246.0% | +16.4% | +229.6% | +207.0% |
| 5Y | +268.0% | -49.9% | +317.9% | +266.1% |
| All | +581.9% | +20.3% | +561.6% | +365.2% |
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 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