+905.5%
ASML vs ESTC
+31.2%
+874.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +5.4% |
| 7D | +1.1% | -8.1% | +9.2% | +3.2% |
| 30D | +2.2% | +31.7% | -29.5% | -6.9% |
| 3M | -2.3% | +41.1% | -43.3% | -13.4% |
| 6M | +23.0% | +77.1% | -54.1% | +0.2% |
| YTD | +61.1% | +21.7% | +39.4% | +45.2% |
| 1Y | +129.1% | +8.4% | +120.7% | +112.1% |
| 3Y | +165.4% | +23.6% | +141.7% | +111.9% |
| 5Y | +109.5% | -46.5% | +155.9% | +104.6% |
| All | +905.5% | +31.2% | +874.4% | +516.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling