+9.7%
AVTR vs ESTC
+8.1%
+1.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.9% | -2.0% | +1.7% |
| 7D | +1.9% | -1.2% | +3.1% | +2.2% |
| 30D | +1.5% | -8.1% | +9.6% | +3.3% |
| 3M | +17.1% | +20.2% | -3.1% | +11.0% |
| 6M | +91.5% | +72.7% | +18.7% | +66.0% |
| YTD | +38.8% | +19.6% | +19.2% | +29.5% |
| 1Y | +37.7% | +0.3% | +37.5% | +33.1% |
| 3Y | -13.5% | +22.8% | -36.3% | -27.2% |
| 5Y | -59.3% | -50.9% | -8.4% | -58.2% |
| All | +9.7% | +8.1% | +1.6% | -31.4% |
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