-9.5%
AZO vs ESTC
+1.6%
-11.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.9% | +4.8% | +3.9% |
| 7D | +5.3% | -15.9% | +21.2% | +5.4% |
| 30D | +18.4% | -5.5% | +24.0% | +18.4% |
| 3M | +9.8% | +26.2% | -16.4% | +9.9% |
| 6M | -4.5% | +77.0% | -81.5% | -3.7% |
| YTD | -1.9% | +18.9% | -20.8% | -1.8% |
| 1Y | -9.5% | +1.3% | -10.8% | -10.1% |
| All | -9.5% | +1.6% | -11.1% | -10.1% |
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