-17.5%
BABA vs ESTC
+64.8%
-82.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.1% | +8.8% | +3.1% |
| 7D | +8.6% | -18.5% | +27.1% | +10.4% |
| 30D | -1.1% | -11.0% | +9.9% | -0.3% |
| 3M | -15.9% | +20.8% | -36.7% | -18.7% |
| 6M | -17.5% | +67.9% | -85.4% | -19.2% |
| All | -17.5% | +64.8% | -82.3% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling