-92.9%
AXTX vs ESTC
+93.0%
-185.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.8% |
| 7D | +9.8% | +2.4% | +7.4% | +9.5% |
| 30D | -65.3% | -4.2% | -61.0% | -63.7% |
| 3M | -83.3% | +2.5% | -85.8% | -81.5% |
| 6M | -97.0% | +81.5% | -178.5% | -95.1% |
| All | -92.9% | +93.0% | -185.9% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling