-12.7%
BABA vs ESTC
+7.3%
-20.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.6% |
| 7D | -4.8% | -8.1% | +3.3% | -4.2% |
| 30D | -11.9% | +31.7% | -43.6% | -14.1% |
| 3M | -9.3% | +41.1% | -50.3% | -12.3% |
| 6M | -14.2% | +77.1% | -91.3% | -17.7% |
| YTD | -22.0% | +21.7% | -43.7% | -24.4% |
| 1Y | -12.7% | +8.4% | -21.1% | -13.1% |
| All | -12.7% | +7.3% | -20.0% | -13.1% |
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