+219.9%
ARWR vs ESTC
+27.2%
+192.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -5.2% |
| 7D | -17.9% | +5.8% | -23.7% | -19.9% |
| 30D | -18.9% | -5.6% | -13.3% | -17.8% |
| 3M | -46.0% | +15.4% | -61.4% | -50.3% |
| 6M | -40.3% | +77.8% | -118.1% | -54.4% |
| YTD | -29.0% | +18.1% | -47.0% | -38.2% |
| 1Y | +13.8% | -3.7% | +17.5% | +6.6% |
| 3Y | +74.9% | +16.9% | +58.0% | +30.6% |
| 5Y | -36.2% | -51.2% | +15.0% | -35.1% |
| All | +219.9% | +27.2% | +192.6% | +55.8% |
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