+264,716.1%
AMZN vs ES
+1,916.7%
+262,799.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.5% |
| 7D | +7.9% | +1.9% | +6.0% | +7.3% |
| 30D | -0.2% | +7.1% | -7.3% | -2.5% |
| 3M | -4.8% | -1.9% | -2.8% | -4.4% |
| 6M | -5.7% | +4.4% | -10.1% | -7.5% |
| YTD | +12.3% | +7.3% | +5.0% | +8.8% |
| 1Y | +6.7% | +2.1% | +4.6% | +4.5% |
| 3Y | +85.6% | +41.8% | +43.7% | +58.9% |
| 5Y | +47.4% | +1.4% | +45.9% | +40.4% |
| 10Y | +586.8% | +86.8% | +500.1% | +394.2% |
| All | +264,716.1% | +1,916.7% | +262,799.5% | +103,120.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling