+2.1%
AS vs ESTC
+1.6%
+0.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.2% |
| 7D | +13.8% | -15.9% | +29.6% | +15.6% |
| 30D | +16.7% | -5.5% | +22.2% | +17.0% |
| 3M | -11.5% | +26.2% | -37.7% | -14.4% |
| 6M | -5.5% | +77.0% | -82.5% | -12.1% |
| YTD | -14.2% | +18.9% | -33.1% | -14.2% |
| 1Y | +2.1% | +1.3% | +0.8% | +3.8% |
| All | +2.1% | +1.6% | +0.5% | +3.8% |
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 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