+1,529.1%
AMZN vs ESI
+195.2%
+1,333.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +8.0% | -6.6% | +14.7% | +9.7% |
| 30D | +3.2% | -9.8% | +13.0% | +5.6% |
| 3M | -2.6% | -11.9% | +9.3% | -0.2% |
| 6M | -0.7% | -25.1% | +24.4% | +4.8% |
| YTD | +17.4% | +31.9% | -14.5% | +6.6% |
| 1Y | +9.0% | +19.2% | -10.1% | +1.5% |
| 3Y | +88.7% | +76.2% | +12.5% | +58.7% |
| 5Y | +55.6% | +39.4% | +16.2% | +36.3% |
| 10Y | +629.7% | +304.9% | +324.8% | +423.0% |
| All | +1,529.1% | +195.2% | +1,333.9% | +1,230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling