+32.8%
AVTR vs ESTC
-3.5%
+36.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +0.5% | +2.4% | -2.0% | 0.0% |
| 30D | -1.0% | -4.2% | +3.2% | -0.4% |
| 3M | +12.2% | +2.5% | +9.7% | +11.3% |
| 6M | +97.5% | +81.5% | +16.0% | +76.7% |
| YTD | +35.6% | +16.8% | +18.8% | +25.0% |
| 1Y | +32.8% | -3.5% | +36.3% | +22.0% |
| All | +32.8% | -3.5% | +36.4% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling