+85.2%
AZO vs ESTC
-47.6%
+132.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -9.2% | +5.6% | -3.2% |
| 30D | -5.6% | +8.1% | -13.6% | -6.0% |
| 3M | -6.6% | +38.5% | -45.1% | -8.2% |
| 6M | -22.5% | +57.8% | -80.3% | -24.4% |
| YTD | -15.2% | +10.5% | -25.7% | -15.9% |
| 1Y | -33.9% | -6.4% | -27.6% | -34.1% |
| 3Y | +11.8% | +4.7% | +7.2% | +8.2% |
| All | +85.2% | -47.6% | +132.8% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling