+86.1%
ARM vs ESTC
+7.3%
+78.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.5% | +8.4% | +4.3% |
| 7D | +5.5% | -8.1% | +13.6% | +6.2% |
| 30D | -8.2% | +31.7% | -39.9% | -11.9% |
| 3M | -35.9% | +41.1% | -77.0% | -39.0% |
| 6M | +103.1% | +77.1% | +26.0% | +88.3% |
| YTD | +130.6% | +21.7% | +108.9% | +117.0% |
| 1Y | +86.1% | +8.4% | +77.7% | +78.3% |
| All | +86.1% | +7.3% | +78.8% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling