+446.2%
APP vs ESTC
-36.9%
+483.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -6.1% | +37.2% | +34.2% |
| 7D | +39.7% | -18.5% | +58.2% | +54.0% |
| 30D | +27.7% | -11.0% | +38.7% | +34.1% |
| 3M | -14.8% | +20.8% | -35.5% | -26.4% |
| 6M | -25.5% | +67.9% | -93.4% | -47.0% |
| YTD | -47.2% | +11.6% | -58.8% | -53.6% |
| 1Y | -42.3% | -3.3% | -39.0% | -46.0% |
| 3Y | +806.8% | +16.4% | +790.4% | +535.8% |
| 5Y | +261.6% | -49.9% | +311.5% | +267.7% |
| All | +446.2% | -36.9% | +483.0% | +337.6% |
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