+5.5%
AVAV vs ESTC
+20.1%
-14.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.9% | +7.7% | +11.6% |
| 7D | +3.2% | -1.2% | +4.3% | +3.6% |
| 30D | -7.4% | -8.1% | +0.7% | -5.7% |
| 3M | -32.0% | +20.2% | -52.2% | -34.8% |
| 6M | -24.6% | +72.7% | -97.3% | -32.9% |
| YTD | -47.5% | +19.6% | -67.2% | -50.5% |
| 1Y | -61.5% | +0.3% | -61.8% | -62.7% |
| 3Y | +5.5% | +22.8% | -17.3% | -1.8% |
| All | +5.5% | +20.1% | -14.6% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling