+120.4%
AS vs ESTC
-21.5%
+141.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.5% | +8.1% | +4.7% |
| 7D | -4.9% | -8.1% | +3.2% | -2.9% |
| 30D | -19.6% | +31.7% | -51.3% | -26.1% |
| 3M | -14.4% | +41.1% | -55.4% | -23.0% |
| 6M | -20.1% | +77.1% | -97.2% | -33.7% |
| YTD | -20.9% | +21.7% | -42.6% | -26.4% |
| 1Y | -21.9% | +8.4% | -30.2% | -25.4% |
| All | +120.4% | -21.5% | +141.9% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling