+503.8%
APP vs ESTC
-33.2%
+537.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.8% |
| 7D | +10.6% | +5.8% | +4.8% | +7.5% |
| 30D | +44.6% | -5.6% | +50.2% | +47.5% |
| 3M | +29.6% | +15.4% | +14.2% | +15.3% |
| 6M | -19.8% | +77.8% | -97.6% | -44.5% |
| YTD | -41.6% | +18.1% | -59.6% | -50.1% |
| 1Y | -32.7% | -3.7% | -29.0% | -36.5% |
| 3Y | +799.0% | +16.9% | +782.1% | +535.1% |
| 5Y | +250.4% | -51.2% | +301.6% | +263.6% |
| All | +503.8% | -33.2% | +537.0% | +370.4% |
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