+2.9%
AWK vs ESTC
-6.1%
+9.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | -0.1% |
| 7D | +0.6% | -3.3% | +4.0% | +0.5% |
| 30D | +4.3% | +13.4% | -9.2% | +5.4% |
| 3M | +12.5% | +41.3% | -28.8% | +15.8% |
| 6M | +3.3% | +62.6% | -59.3% | +8.3% |
| YTD | +9.8% | +14.8% | -5.0% | +10.3% |
| 1Y | +2.9% | -5.1% | +8.0% | -2.2% |
| All | +2.9% | -6.1% | +9.0% | -2.2% |
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 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