+145.5%
ADM vs ETSY
+146.8%
-1.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.7% |
| 7D | +3.8% | -8.5% | +12.2% | +4.4% |
| 30D | +9.8% | -10.9% | +20.6% | +10.5% |
| 3M | +2.1% | +14.1% | -12.0% | +0.9% |
| 6M | +27.5% | +37.5% | -10.0% | +24.0% |
| YTD | +50.2% | +38.0% | +12.2% | +45.7% |
| 1Y | +40.6% | +46.5% | -6.0% | +35.1% |
| 3Y | +17.2% | +2.5% | +14.7% | +14.1% |
| 5Y | +61.9% | -65.3% | +127.2% | +65.9% |
| 10Y | +159.3% | +451.6% | -292.3% | +101.6% |
| All | +145.5% | +146.8% | -1.3% | +86.8% |
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