+133.7%
AS vs ESTC
-28.0%
+161.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -0.8% |
| 7D | +7.1% | -18.5% | +25.6% | +12.4% |
| 30D | +12.8% | -11.0% | +23.8% | +15.5% |
| 3M | -14.7% | +20.8% | -35.5% | -20.5% |
| 6M | -9.9% | +67.9% | -77.8% | -24.3% |
| YTD | -16.1% | +11.6% | -27.8% | -20.8% |
| 1Y | +0.2% | -3.3% | +3.4% | -1.5% |
| All | +133.7% | -28.0% | +161.8% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling