+571.9%
AMZN vs ES
+83.5%
+488.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.1% |
| 7D | +7.9% | +1.9% | +6.0% | +7.6% |
| 30D | -0.2% | +7.1% | -7.3% | -1.4% |
| 3M | -4.8% | -1.9% | -2.8% | -4.5% |
| 6M | -5.7% | +4.4% | -10.1% | -6.7% |
| YTD | +12.3% | +7.3% | +5.0% | +10.4% |
| 1Y | +6.7% | +2.1% | +4.6% | +5.5% |
| 3Y | +85.6% | +41.8% | +43.7% | +68.8% |
| 5Y | +47.4% | +1.4% | +45.9% | +45.2% |
| All | +571.9% | +83.5% | +488.4% | +502.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling