+460.6%
ARWR vs ESTC
+23.7%
+436.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | -3.2% | -3.3% | +0.1% | -2.2% |
| 30D | -6.5% | +13.4% | -19.9% | -12.6% |
| 3M | +12.7% | +41.3% | -28.6% | -4.0% |
| 6M | +36.2% | +62.6% | -26.4% | +7.6% |
| YTD | +24.5% | +14.8% | +9.7% | +10.5% |
| 1Y | +198.0% | -5.1% | +203.0% | +181.1% |
| 3Y | +176.4% | +11.2% | +165.2% | +111.5% |
| 5Y | +26.6% | -47.0% | +73.5% | +23.4% |
| All | +460.6% | +23.7% | +436.9% | +178.4% |
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