+3.2%
AVTR vs ESTC
+9.9%
-6.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.0% | -0.4% |
| 7D | +2.7% | -8.1% | +10.8% | +4.6% |
| 30D | +12.1% | +31.7% | -19.6% | +4.3% |
| 3M | +57.2% | +41.1% | +16.2% | +43.7% |
| 6M | +73.1% | +77.1% | -4.0% | +49.0% |
| YTD | +30.6% | +21.7% | +8.9% | +21.8% |
| 1Y | +13.5% | +8.4% | +5.1% | +7.8% |
| 3Y | -31.0% | +23.6% | -54.6% | -42.1% |
| 5Y | -63.2% | -46.5% | -16.8% | -63.3% |
| All | +3.2% | +9.9% | -6.7% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling