+40.4%
AVAV vs ESTC
-46.4%
+86.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -0.7% |
| 7D | -2.2% | -8.1% | +5.9% | -0.4% |
| 30D | -13.9% | +31.7% | -45.6% | -20.1% |
| 3M | -29.2% | +41.1% | -70.3% | -35.6% |
| 6M | -36.1% | +77.1% | -113.2% | -45.2% |
| YTD | -40.2% | +21.7% | -61.9% | -44.3% |
| 1Y | -36.2% | +8.4% | -44.6% | -39.5% |
| 3Y | +47.5% | +23.6% | +23.9% | +25.7% |
| All | +40.4% | -46.4% | +86.8% | +11.9% |
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