+6.7%
AMZN vs ESI
+27.8%
-21.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.6% | +10.8% | +6.9% |
| 7D | +4.5% | -6.6% | +11.1% | +5.6% |
| 30D | +5.8% | -10.9% | +16.7% | +7.7% |
| 3M | -4.1% | -13.8% | +9.7% | -2.0% |
| 6M | -2.2% | -21.5% | +19.3% | -0.3% |
| YTD | +15.3% | +34.7% | -19.4% | +0.9% |
| 1Y | +6.7% | +24.9% | -18.2% | -3.8% |
| All | +6.7% | +27.8% | -21.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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