+1,440.1%
AU vs ESTC
+31.2%
+1,409.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.1% |
| 7D | -3.6% | -8.1% | +4.5% | -3.1% |
| 30D | +23.9% | +31.7% | -7.8% | +21.5% |
| 3M | +19.1% | +41.1% | -22.0% | +16.2% |
| 6M | -0.2% | +77.1% | -77.2% | -4.2% |
| YTD | +32.5% | +21.7% | +10.8% | +29.9% |
| 1Y | +96.9% | +8.4% | +88.6% | +94.4% |
| 3Y | +614.7% | +23.6% | +591.1% | +584.2% |
| 5Y | +647.7% | -46.5% | +694.2% | +609.9% |
| All | +1,440.1% | +31.2% | +1,409.0% | +1,367.9% |
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