+7.7%
AS vs ESTC
+0.3%
+7.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.7% | +2.7% |
| 7D | +5.8% | -1.2% | +7.0% | +5.9% |
| 30D | +15.4% | -8.1% | +23.5% | +15.9% |
| 3M | -11.9% | +20.2% | -32.1% | -14.2% |
| 6M | -9.9% | +72.7% | -82.7% | -15.9% |
| YTD | -13.1% | +19.6% | -32.7% | -12.8% |
| All | +7.7% | +0.3% | +7.4% | +11.3% |
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