-89.4%
AXTX vs ESTC
+96.3%
-185.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.9% | -14.3% | -15.1% |
| 7D | -48.4% | -15.9% | -32.5% | -48.4% |
| 30D | -74.7% | -5.5% | -69.1% | -74.2% |
| 3M | -67.9% | +26.2% | -94.1% | -66.7% |
| 6M | -94.1% | +77.0% | -171.2% | -91.1% |
| All | -89.4% | +96.3% | -185.7% | -82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling