+173.6%
AMZN vs ESTC
+31.2%
+142.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.1% |
| 7D | -3.0% | -8.1% | +5.1% | -0.8% |
| 30D | -5.2% | +31.7% | -36.9% | -13.0% |
| 3M | +1.9% | +41.1% | -39.2% | -8.5% |
| 6M | +19.2% | +77.1% | -57.8% | -0.8% |
| YTD | +12.0% | +21.7% | -9.7% | +2.5% |
| 1Y | +9.7% | +8.4% | +1.3% | +2.7% |
| 3Y | +87.2% | +23.6% | +63.5% | +54.1% |
| 5Y | +48.7% | -46.5% | +95.1% | +42.4% |
| All | +173.6% | +31.2% | +142.4% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling