+0.2%
AS vs ESTC
-4.6%
+4.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.1% | +3.8% | -1.7% |
| 7D | +7.1% | -18.5% | +25.6% | +9.1% |
| 30D | +12.8% | -11.0% | +23.8% | +13.7% |
| 3M | -14.7% | +20.8% | -35.5% | -17.2% |
| 6M | -9.9% | +67.9% | -77.8% | -15.9% |
| YTD | -16.1% | +11.6% | -27.8% | -15.6% |
| 1Y | +0.2% | -3.3% | +3.4% | +2.3% |
| All | +0.2% | -4.6% | +4.7% | +2.3% |
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