+84.4%
AWK vs ESTC
+23.7%
+60.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | 0.0% |
| 7D | +0.6% | -3.3% | +4.0% | +0.7% |
| 30D | +4.3% | +13.4% | -9.2% | +3.6% |
| 3M | +12.5% | +41.3% | -28.8% | +10.8% |
| 6M | +3.3% | +62.6% | -59.3% | +0.9% |
| YTD | +9.8% | +14.8% | -5.0% | +8.7% |
| 1Y | +2.9% | -5.1% | +8.0% | +2.7% |
| 3Y | +9.6% | +11.2% | -1.5% | +5.0% |
| 5Y | -16.7% | -47.0% | +30.3% | -18.5% |
| All | +84.4% | +23.7% | +60.7% | +57.2% |
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