-63.0%
AVAV vs ESTC
-3.0%
-60.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.8% |
| 7D | 0.0% | -3.6% | +3.5% | +1.2% |
| 30D | -9.9% | -11.2% | +1.3% | -7.1% |
| 3M | -34.7% | +14.3% | -49.0% | -37.3% |
| 6M | -26.6% | +67.0% | -93.6% | -36.5% |
| YTD | -48.9% | +15.7% | -64.6% | -53.8% |
| 1Y | -63.0% | -6.3% | -56.8% | -65.8% |
| All | -63.0% | -3.0% | -60.0% | -65.8% |
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 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