+186.7%
AMZN vs ESTC
+24.6%
+162.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.4% |
| 7D | +8.0% | -3.6% | +11.6% | +9.0% |
| 30D | +3.2% | -11.2% | +14.4% | +6.2% |
| 3M | -2.6% | +14.3% | -16.9% | -7.5% |
| 6M | -0.7% | +67.0% | -67.6% | -15.8% |
| YTD | +17.4% | +15.7% | +1.7% | +8.4% |
| 1Y | +9.0% | -6.3% | +15.3% | +6.4% |
| 3Y | +88.7% | +14.5% | +74.2% | +58.7% |
| 5Y | +55.6% | -49.9% | +105.5% | +51.5% |
| All | +186.7% | +24.6% | +162.0% | +86.0% |
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