+9.0%
AMZN vs ES
+17.8%
-8.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.9% |
| 30D | -6.4% | -1.2% | -5.2% | -6.4% |
| 3M | +4.8% | +5.0% | -0.2% | +4.3% |
| 6M | +20.5% | -2.8% | +23.3% | +19.8% |
| YTD | +11.3% | +8.6% | +2.8% | +10.6% |
| 1Y | +9.0% | +18.9% | -10.0% | +10.8% |
| All | +9.0% | +17.8% | -8.8% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling