+45.8%
AMZN vs ESTC
-47.2%
+93.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.4% |
| 7D | +0.8% | -4.3% | +5.1% | +1.9% |
| 30D | -6.4% | +17.7% | -24.1% | -11.5% |
| 3M | +4.8% | +42.3% | -37.5% | -6.4% |
| 6M | +20.5% | +64.6% | -44.0% | +1.8% |
| YTD | +11.3% | +17.2% | -5.9% | +2.9% |
| 1Y | +9.0% | -4.2% | +13.2% | +6.1% |
| 3Y | +85.9% | +13.5% | +72.4% | +54.1% |
| 5Y | +45.8% | -45.5% | +91.3% | +30.5% |
| All | +45.8% | -47.2% | +93.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling