+111.5%
ADM vs ETSY
+187.1%
-75.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | +4.2% | -1.0% | +5.2% | +4.3% |
| 30D | -12.8% | +7.3% | -20.2% | -13.3% |
| 3M | -8.5% | +10.3% | -18.8% | -9.3% |
| 6M | -10.9% | +55.1% | -66.0% | -13.9% |
| YTD | +29.4% | +60.5% | -31.1% | +24.1% |
| 1Y | +27.5% | +52.2% | -24.7% | +22.8% |
| 3Y | +10.3% | +40.8% | -30.5% | +5.0% |
| 5Y | +27.4% | -67.3% | +94.7% | +31.6% |
| 10Y | +134.6% | +659.4% | -524.8% | +78.4% |
| All | +111.5% | +187.1% | -75.6% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling