+19.6%
AVAV vs ESTC
-48.9%
+68.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.2% | +8.2% | +9.9% |
| 7D | -10.6% | -11.5% | +0.9% | -7.8% |
| 30D | -18.8% | -7.5% | -11.3% | -17.2% |
| 3M | -34.1% | +23.1% | -57.2% | -37.9% |
| 6M | -35.3% | +75.3% | -110.6% | -44.4% |
| YTD | -53.4% | +14.1% | -67.5% | -56.0% |
| 1Y | -65.6% | -0.6% | -65.1% | -66.7% |
| 3Y | -5.1% | +20.8% | -25.9% | -19.0% |
| All | +19.6% | -48.9% | +68.5% | -14.5% |
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