+146.8%
AZN vs ESTC
+19.1%
+127.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.6% | -9.2% | +7.6% | -1.0% |
| 30D | +1.1% | +8.1% | -7.0% | +0.3% |
| 3M | -12.1% | +38.5% | -50.6% | -14.3% |
| 6M | -17.1% | +57.8% | -74.9% | -20.1% |
| YTD | -12.0% | +10.5% | -22.5% | -13.2% |
| 1Y | -0.2% | -6.4% | +6.1% | -0.6% |
| 3Y | +26.8% | +4.7% | +22.1% | +21.6% |
| 5Y | +56.9% | -47.8% | +104.7% | +55.5% |
| All | +146.8% | +19.1% | +127.7% | +103.0% |
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