+7.7%
AVTR vs ESTC
+6.6%
+1.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.2% |
| 7D | +3.2% | +5.8% | -2.6% | +1.9% |
| 30D | +0.5% | -5.6% | +6.0% | +1.6% |
| 3M | +12.1% | +15.4% | -3.3% | +7.3% |
| 6M | +91.2% | +77.8% | +13.4% | +64.6% |
| YTD | +36.3% | +18.1% | +18.2% | +27.5% |
| 1Y | +35.2% | -3.7% | +38.9% | +31.9% |
| 3Y | -15.8% | +16.9% | -32.7% | -28.2% |
| 5Y | -58.9% | -51.2% | -7.7% | -57.7% |
| All | +7.7% | +6.6% | +1.1% | -32.4% |
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