-63.5%
AVTR vs ESTC
-47.2%
-16.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +2.5% |
| 7D | +7.4% | -4.3% | +11.7% | +8.2% |
| 30D | +12.2% | +17.7% | -5.5% | +8.2% |
| 3M | +57.4% | +42.3% | +15.1% | +46.3% |
| 6M | +86.7% | +64.6% | +22.1% | +68.1% |
| YTD | +33.1% | +17.2% | +15.9% | +26.7% |
| 1Y | +16.1% | -4.2% | +20.3% | +14.0% |
| 3Y | -24.6% | +13.5% | -38.1% | -33.0% |
| 5Y | -63.5% | -45.5% | -18.0% | -65.2% |
| All | -63.5% | -47.2% | -16.3% | -65.2% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling