-35.3%
BABA vs ESTC
+1.6%
-36.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.0% |
| 7D | +4.3% | -15.9% | +20.1% | +5.7% |
| 30D | -5.0% | -5.5% | +0.5% | -4.6% |
| 3M | -18.4% | +26.2% | -44.6% | -20.5% |
| 6M | -20.3% | +77.0% | -97.3% | -23.9% |
| YTD | -27.5% | +18.9% | -46.4% | -30.1% |
| 1Y | -35.3% | +1.3% | -36.6% | -37.7% |
| All | -35.3% | +1.6% | -36.9% | -37.7% |
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