-68.2%
APTV vs ESTC
-46.4%
-21.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.5% | +4.1% |
| 7D | +4.8% | -8.1% | +12.9% | +6.7% |
| 30D | +2.0% | +31.7% | -29.7% | -5.2% |
| 3M | -34.2% | +41.1% | -75.3% | -40.2% |
| 6M | -34.7% | +77.1% | -111.7% | -44.2% |
| YTD | -37.0% | +21.7% | -58.7% | -41.4% |
| 1Y | -40.4% | +8.4% | -48.8% | -43.6% |
| 3Y | -54.1% | +23.6% | -77.7% | -61.9% |
| All | -68.2% | -46.4% | -21.8% | -73.6% |
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 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