-34.9%
AUR vs ESTC
-16.5%
-18.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.4% | +4.4% |
| 7D | +19.2% | -4.3% | +23.5% | +21.5% |
| 30D | -7.8% | +17.7% | -25.5% | -16.5% |
| 3M | +4.0% | +42.3% | -38.3% | -14.7% |
| 6M | +45.0% | +64.6% | -19.6% | +9.0% |
| YTD | +69.5% | +17.2% | +52.3% | +48.6% |
| 1Y | +13.0% | -4.2% | +17.2% | +8.1% |
| 3Y | +90.4% | +13.5% | +76.8% | +43.7% |
| 5Y | -34.2% | -45.5% | +11.4% | -44.7% |
| All | -34.9% | -16.5% | -18.4% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling