+15.4%
AUR vs ESTC
-7.7%
+23.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.4% | -9.2% | +10.6% | +4.0% |
| 30D | -6.4% | +8.1% | -14.5% | -9.2% |
| 3M | +7.7% | +38.5% | -30.8% | -3.1% |
| 6M | +44.5% | +57.8% | -13.3% | +24.9% |
| YTD | +67.4% | +10.5% | +56.9% | +56.4% |
| 1Y | +15.4% | -6.4% | +21.8% | +13.5% |
| All | +15.4% | -7.7% | +23.2% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling