+24.2%
AZN vs ESTC
+11.0%
+13.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.1% | -1.9% |
| 7D | -2.9% | -3.3% | +0.4% | -2.9% |
| 30D | -3.1% | +13.4% | -16.5% | -3.0% |
| 3M | -14.4% | +41.3% | -55.8% | -14.5% |
| 6M | -19.5% | +62.6% | -82.1% | -19.7% |
| YTD | -13.8% | +14.8% | -28.5% | -13.3% |
| 1Y | -2.4% | -5.1% | +2.7% | -1.5% |
| All | +24.2% | +11.0% | +13.2% | +24.6% |
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 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