+29.2%
ARWR vs ESTC
-47.2%
+76.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.7% | +2.3% | -0.3% |
| 7D | +2.9% | -4.3% | +7.2% | +4.0% |
| 30D | -2.9% | +17.7% | -20.6% | -9.1% |
| 3M | +15.2% | +42.3% | -27.1% | +0.9% |
| 6M | +42.3% | +64.6% | -22.3% | +16.9% |
| YTD | +28.2% | +17.2% | +11.0% | +16.1% |
| 1Y | +213.2% | -4.2% | +217.5% | +200.6% |
| 3Y | +184.6% | +13.5% | +171.1% | +124.8% |
| 5Y | +29.2% | -45.5% | +74.8% | +12.6% |
| All | +29.2% | -47.2% | +76.5% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling