-5.6%
ARM vs ESTC
+84.1%
-89.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.1% |
| 7D | -18.7% | -15.9% | -2.8% | -15.8% |
| 30D | -36.7% | -5.5% | -31.2% | -35.5% |
| 3M | -31.6% | +26.2% | -57.8% | -33.9% |
| 6M | -5.6% | +77.0% | -82.7% | -11.3% |
| All | -5.6% | +84.1% | -89.7% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling