-52.4%
APTV vs ESTC
+18.2%
-70.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.5% | +3.7% |
| 7D | +4.8% | -8.1% | +12.9% | +6.0% |
| 30D | +2.0% | +31.7% | -29.7% | -2.6% |
| 3M | -34.2% | +41.1% | -75.3% | -38.1% |
| 6M | -34.7% | +77.1% | -111.7% | -41.0% |
| YTD | -37.0% | +21.7% | -58.7% | -39.9% |
| 1Y | -40.4% | +8.4% | -48.8% | -42.5% |
| All | -52.4% | +18.2% | -70.6% | -57.6% |
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