+236.9%
AXP vs ESTC
+31.2%
+205.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.3% |
| 7D | -2.1% | -8.1% | +6.0% | -0.6% |
| 30D | -6.5% | +31.7% | -38.2% | -12.1% |
| 3M | +4.6% | +41.1% | -36.4% | -3.2% |
| 6M | +5.4% | +77.1% | -71.6% | -7.4% |
| YTD | -11.1% | +21.7% | -32.8% | -16.3% |
| 1Y | -0.3% | +8.4% | -8.7% | -4.7% |
| 3Y | +111.6% | +23.6% | +88.0% | +86.4% |
| 5Y | +117.6% | -46.5% | +164.0% | +112.1% |
| All | +236.9% | +31.2% | +205.7% | +117.2% |
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