+528.8%
APP vs ESTC
-32.3%
+561.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.9% | -0.1% | +2.3% |
| 7D | +79.2% | -1.2% | +80.3% | +78.8% |
| 30D | +48.0% | -8.1% | +56.1% | +53.2% |
| 3M | +18.2% | +20.2% | -1.9% | +2.9% |
| 6M | -12.5% | +72.7% | -85.2% | -38.5% |
| YTD | -39.2% | +19.6% | -58.8% | -48.4% |
| 1Y | -33.9% | +0.3% | -34.1% | -39.0% |
| 3Y | +933.3% | +22.8% | +910.5% | +608.4% |
| 5Y | +295.9% | -50.9% | +346.7% | +309.9% |
| All | +528.8% | -32.3% | +561.1% | +386.7% |
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 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