+96.1%
AWK vs ESTC
+28.9%
+67.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.9% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +15.8% | -8.1% | +23.9% | +16.1% |
| 3M | +11.0% | +20.2% | -9.2% | +9.9% |
| 6M | +21.0% | +72.7% | -51.8% | +17.9% |
| YTD | +16.7% | +19.6% | -2.9% | +15.3% |
| 1Y | +17.2% | +0.3% | +16.9% | +16.6% |
| 3Y | +29.2% | +22.8% | +6.4% | +22.9% |
| 5Y | -2.3% | -50.9% | +48.6% | -3.8% |
| All | +96.1% | +28.9% | +67.1% | +66.7% |
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