+89.9%
AMZN vs ESTC
+20.1%
+69.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -1.9% | +2.1% |
| 7D | +8.7% | -1.2% | +9.9% | +8.9% |
| 30D | +1.7% | -8.1% | +9.8% | +3.0% |
| 3M | -2.8% | +20.2% | -22.9% | -6.5% |
| 6M | -2.1% | +72.7% | -74.9% | -11.9% |
| YTD | +15.6% | +19.6% | -4.0% | +10.4% |
| 1Y | +9.2% | +0.3% | +8.9% | +7.5% |
| 3Y | +89.9% | +22.8% | +67.0% | +84.3% |
| All | +89.9% | +20.1% | +69.8% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling