+2.6%
AVTR vs ESTC
+3.7%
-1.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | +1.6% | -3.3% | +4.9% | +2.3% |
| 30D | +8.4% | +13.4% | -5.1% | +4.4% |
| 3M | +50.2% | +41.3% | +8.8% | +37.1% |
| 6M | +82.6% | +62.6% | +20.0% | +60.3% |
| YTD | +29.8% | +14.8% | +15.1% | +22.6% |
| 1Y | +16.0% | -5.1% | +21.0% | +13.7% |
| 3Y | -26.4% | +11.2% | -37.6% | -36.6% |
| 5Y | -64.5% | -47.0% | -17.5% | -64.6% |
| All | +2.6% | +3.7% | -1.1% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling