+198.0%
ARWR vs ESTC
-6.1%
+204.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -3.0% |
| 7D | -3.2% | -3.3% | +0.1% | -3.3% |
| 30D | -6.5% | +13.4% | -19.9% | -5.9% |
| 3M | +12.7% | +41.3% | -28.6% | +14.0% |
| 6M | +36.2% | +62.6% | -26.4% | +37.5% |
| YTD | +24.5% | +14.8% | +9.7% | +26.5% |
| 1Y | +198.0% | -5.1% | +203.0% | +215.4% |
| All | +198.0% | -6.1% | +204.1% | +215.4% |
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 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