+10.3%
ADM vs ETSY
+41.3%
-31.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | +4.2% | -1.0% | +5.2% | +4.2% |
| 30D | -12.8% | +7.3% | -20.2% | -13.1% |
| 3M | -8.5% | +10.3% | -18.8% | -8.8% |
| 6M | -10.9% | +55.1% | -66.0% | -12.9% |
| YTD | +29.4% | +60.5% | -31.1% | +25.6% |
| 1Y | +27.5% | +52.2% | -24.7% | +24.2% |
| 3Y | +10.3% | +40.8% | -30.5% | +3.1% |
| All | +10.3% | +41.3% | -31.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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