+134.9%
AS vs ESTC
-26.4%
+161.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | -0.1% |
| 7D | +6.9% | -11.5% | +18.4% | +10.0% |
| 30D | +16.0% | -7.5% | +23.5% | +17.6% |
| 3M | -12.8% | +23.1% | -35.9% | -19.1% |
| 6M | -15.4% | +75.3% | -90.7% | -29.7% |
| YTD | -15.7% | +14.1% | -29.8% | -20.9% |
| 1Y | +6.1% | -0.6% | +6.6% | +3.5% |
| All | +134.9% | -26.4% | +161.3% | +134.4% |
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