+84.9%
AWK vs ESTC
+31.2%
+53.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | 0.0% |
| 7D | +1.7% | -8.1% | +9.8% | +2.1% |
| 30D | +5.6% | +31.7% | -26.1% | +4.3% |
| 3M | +15.9% | +41.1% | -25.2% | +14.1% |
| 6M | +4.6% | +77.1% | -72.5% | +1.8% |
| YTD | +10.1% | +21.7% | -11.6% | +8.8% |
| 1Y | +2.1% | +8.4% | -6.3% | +1.2% |
| 3Y | +9.8% | +23.6% | -13.8% | +4.5% |
| 5Y | -15.4% | -46.5% | +31.1% | -17.1% |
| All | +84.9% | +31.2% | +53.7% | +57.3% |
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