+27.7%
AVAV vs ESTC
-52.1%
+79.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +4.2% | +2.4% | +1.8% | +3.7% |
| 30D | -2.6% | -4.2% | +1.7% | -1.4% |
| 3M | -38.0% | +2.5% | -40.4% | -38.7% |
| 6M | -27.0% | +81.5% | -108.5% | -37.8% |
| YTD | -51.4% | +16.8% | -68.3% | -54.4% |
| 1Y | -60.2% | -3.5% | -56.8% | -61.1% |
| 3Y | -6.7% | +17.7% | -24.4% | -19.6% |
| All | +27.7% | -52.1% | +79.7% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling