+167.1%
AMZN vs ESTC
+23.7%
+143.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -1.0% | -3.3% | +2.3% | -0.2% |
| 30D | -9.2% | +13.4% | -22.7% | -13.2% |
| 3M | +3.4% | +41.3% | -38.0% | -7.2% |
| 6M | +18.2% | +62.6% | -44.4% | +0.7% |
| YTD | +9.3% | +14.8% | -5.4% | +1.7% |
| 1Y | +5.9% | -5.1% | +11.0% | +3.2% |
| 3Y | +82.6% | +11.2% | +71.4% | +55.3% |
| 5Y | +44.9% | -47.0% | +91.9% | +39.4% |
| All | +167.1% | +23.7% | +143.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling