-64.2%
AVTR vs ESTC
-45.2%
-19.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -0.6% |
| 7D | +2.7% | -8.1% | +10.8% | +4.2% |
| 30D | +12.1% | +31.7% | -19.6% | +5.9% |
| 3M | +57.2% | +41.1% | +16.2% | +46.5% |
| 6M | +73.1% | +77.1% | -4.0% | +53.8% |
| YTD | +30.6% | +21.7% | +8.9% | +23.5% |
| 1Y | +13.5% | +8.4% | +5.1% | +9.0% |
| 3Y | -31.0% | +23.6% | -54.6% | -39.8% |
| All | -64.2% | -45.2% | -19.0% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling