+84.1%
ARWR vs ESTC
+20.1%
+64.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +4.9% | -20.2% | -16.1% |
| 7D | -17.3% | -1.2% | -16.2% | -17.3% |
| 30D | -21.5% | -8.1% | -13.4% | -20.7% |
| 3M | -43.8% | +20.2% | -64.0% | -46.0% |
| 6M | -32.3% | +72.7% | -105.0% | -39.6% |
| YTD | -25.8% | +19.6% | -45.5% | -29.5% |
| 1Y | +25.5% | +0.3% | +25.2% | +23.8% |
| 3Y | +84.1% | +22.8% | +61.3% | +55.1% |
| All | +84.1% | +20.1% | +64.1% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling