+21.9%
AVAV vs ESTC
+24.7%
-2.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | +9.9% | -2.6% | +12.5% | +10.9% |
| 30D | -5.4% | -8.6% | +3.2% | -3.2% |
| 3M | -36.5% | +14.4% | -50.9% | -39.1% |
| 6M | -25.3% | +73.3% | -98.6% | -35.5% |
| YTD | -48.6% | +15.7% | -64.3% | -51.6% |
| 1Y | -62.1% | -7.6% | -54.5% | -62.5% |
| 3Y | +2.3% | +14.6% | -12.3% | -10.7% |
| 5Y | +35.4% | -50.0% | +85.4% | +32.1% |
| All | +21.9% | +24.7% | -2.9% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling