+23.0%
ARWR vs ESTC
-3.0%
+26.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.6% |
| 7D | -17.7% | -3.6% | -14.1% | -17.7% |
| 30D | -21.9% | -11.2% | -10.7% | -22.0% |
| 3M | -44.5% | +14.3% | -58.8% | -43.9% |
| 6M | -32.6% | +67.0% | -99.6% | -31.7% |
| YTD | -26.2% | +15.7% | -41.8% | -24.3% |
| 1Y | +23.0% | -6.3% | +29.2% | +32.3% |
| All | +23.0% | -3.0% | +26.0% | +32.3% |
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