-76.9%
APTV vs ESTC
-48.1%
-28.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +0.1% |
| 7D | -9.8% | -1.2% | -8.6% | -9.5% |
| 30D | -8.9% | -8.1% | -0.8% | -7.4% |
| 3M | -19.5% | +20.2% | -39.6% | -23.9% |
| 6M | -31.1% | +72.7% | -103.9% | -40.9% |
| YTD | -47.5% | +19.6% | -67.2% | -51.3% |
| 1Y | -52.3% | +0.3% | -52.6% | -54.0% |
| 3Y | -45.2% | +22.8% | -68.0% | -54.7% |
| 5Y | -76.9% | -50.9% | -26.0% | -81.0% |
| All | -76.9% | -48.1% | -28.8% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling