+282.7%
AZO vs ESTC
+26.3%
+256.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.8% |
| 7D | -0.5% | -4.3% | +3.8% | -0.2% |
| 30D | -5.6% | +17.7% | -23.3% | -6.7% |
| 3M | -4.0% | +42.3% | -46.3% | -6.3% |
| 6M | -18.9% | +64.6% | -83.5% | -21.8% |
| YTD | -13.0% | +17.2% | -30.2% | -14.4% |
| 1Y | -30.4% | -4.2% | -26.2% | -30.8% |
| 3Y | +12.7% | +13.5% | -0.8% | +7.8% |
| 5Y | +89.6% | -45.5% | +135.2% | +86.5% |
| All | +282.7% | +26.3% | +256.4% | +219.3% |
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