-5.1%
AVAV vs ESTC
+18.0%
-23.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.2% | +8.2% | +10.0% |
| 7D | -10.6% | -11.5% | +0.9% | -8.2% |
| 30D | -18.8% | -7.5% | -11.3% | -17.4% |
| 3M | -34.1% | +23.1% | -57.2% | -37.2% |
| 6M | -35.3% | +75.3% | -110.6% | -42.7% |
| YTD | -53.4% | +14.1% | -67.5% | -55.7% |
| 1Y | -65.6% | -0.6% | -65.1% | -66.6% |
| 3Y | -5.1% | +20.8% | -25.9% | -9.3% |
| All | -5.1% | +18.0% | -23.1% | -9.3% |
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 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