+500.0%
APP vs ESTC
-35.4%
+535.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.6% | +8.7% |
| 7D | +71.2% | -11.5% | +82.7% | +80.6% |
| 30D | +39.1% | -7.5% | +46.6% | +43.3% |
| 3M | +16.5% | +23.1% | -6.5% | -0.1% |
| 6M | -16.6% | +75.3% | -91.8% | -42.0% |
| YTD | -41.9% | +14.1% | -56.0% | -49.5% |
| 1Y | -37.0% | -0.6% | -36.5% | -41.8% |
| 3Y | +892.4% | +20.8% | +871.6% | +581.6% |
| 5Y | +297.3% | -48.8% | +346.1% | +299.7% |
| All | +500.0% | -35.4% | +535.5% | +375.7% |
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