+50.4%
AMZN vs ES
+6.6%
+43.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.5% |
| 30D | +5.0% | +7.6% | -2.6% | +4.0% |
| 3M | +0.6% | +0.5% | +0.1% | +0.5% |
| 6M | -1.3% | +7.6% | -8.9% | -2.5% |
| YTD | +15.5% | +10.2% | +5.3% | +13.4% |
| 1Y | +12.2% | +1.8% | +10.4% | +11.3% |
| 3Y | +87.0% | +55.4% | +31.6% | +63.3% |
| All | +50.4% | +6.6% | +43.9% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling