+333.0%
APP vs ESTC
-46.4%
+379.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.7% | +4.6% |
| 7D | +0.9% | -8.1% | +9.0% | +4.9% |
| 30D | -23.3% | +31.7% | -55.0% | -35.6% |
| 3M | -42.6% | +41.1% | -83.7% | -53.9% |
| 6M | -33.6% | +77.1% | -110.7% | -53.5% |
| YTD | -52.4% | +21.7% | -74.1% | -59.4% |
| 1Y | -35.9% | +8.4% | -44.3% | -43.1% |
| 3Y | +642.2% | +23.6% | +618.6% | +408.0% |
| All | +333.0% | -46.4% | +379.3% | +327.0% |
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