+234.1%
ARWR vs ESTC
+28.9%
+205.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +4.9% | -20.2% | -17.1% |
| 7D | -17.3% | -1.2% | -16.2% | -17.2% |
| 30D | -21.5% | -8.1% | -13.4% | -19.6% |
| 3M | -43.8% | +20.2% | -64.0% | -49.1% |
| 6M | -32.3% | +72.7% | -105.0% | -47.6% |
| YTD | -25.8% | +19.6% | -45.5% | -35.7% |
| 1Y | +25.5% | +0.3% | +25.2% | +15.7% |
| 3Y | +84.1% | +22.8% | +61.3% | +34.6% |
| 5Y | -39.2% | -50.9% | +11.6% | -38.3% |
| All | +234.1% | +28.9% | +205.1% | +62.0% |
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