+485.8%
ARWR vs ESTC
+31.2%
+454.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.5% |
| 7D | +1.7% | -8.1% | +9.8% | +4.6% |
| 30D | -0.7% | +31.7% | -32.3% | -12.3% |
| 3M | +14.9% | +41.1% | -26.2% | -2.0% |
| 6M | +32.6% | +77.1% | -44.4% | +1.4% |
| YTD | +30.0% | +21.7% | +8.4% | +13.1% |
| 1Y | +208.4% | +8.4% | +200.0% | +175.3% |
| 3Y | +208.8% | +23.6% | +185.2% | +126.1% |
| 5Y | +27.8% | -46.5% | +74.3% | +24.9% |
| All | +485.8% | +31.2% | +454.6% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling