+183.1%
AMZN vs ESTC
+27.2%
+155.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | +2.8% | +5.8% | -3.0% | +1.2% |
| 30D | +3.4% | -5.6% | +9.0% | +4.7% |
| 3M | +0.1% | +15.4% | -15.4% | -5.2% |
| 6M | +0.6% | +77.8% | -77.2% | -16.2% |
| YTD | +15.9% | +18.1% | -2.2% | +6.4% |
| 1Y | +9.5% | -3.7% | +13.2% | +6.0% |
| 3Y | +86.3% | +16.9% | +69.4% | +55.8% |
| 5Y | +51.7% | -51.2% | +103.0% | +48.8% |
| All | +183.1% | +27.2% | +155.8% | +82.6% |
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