-45.2%
APTV vs ESTC
+20.1%
-65.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.5% |
| 7D | -9.8% | -1.2% | -8.6% | -9.6% |
| 30D | -8.9% | -8.1% | -0.8% | -7.9% |
| 3M | -19.5% | +20.2% | -39.6% | -22.2% |
| 6M | -31.1% | +72.7% | -103.9% | -37.3% |
| YTD | -47.5% | +19.6% | -67.2% | -49.9% |
| 1Y | -52.3% | +0.3% | -52.6% | -53.4% |
| 3Y | -45.2% | +22.8% | -68.0% | -48.1% |
| All | -45.2% | +20.1% | -65.3% | -48.1% |
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 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