+128.8%
AUR vs ESTC
+14.8%
+114.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -4.5% | +2.4% | -6.9% | -5.4% |
| 30D | -16.6% | -4.2% | -12.4% | -15.1% |
| 3M | -38.5% | +2.5% | -40.9% | -39.4% |
| 6M | -49.9% | +81.5% | -131.4% | -60.5% |
| YTD | +9.6% | +16.8% | -7.2% | +0.3% |
| 1Y | +1.2% | -3.5% | +4.7% | -0.8% |
| 3Y | +128.8% | +17.7% | +111.1% | +100.7% |
| All | +128.8% | +14.8% | +114.0% | +100.7% |
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