-22.2%
AMAT vs ETSY
+42.4%
-64.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +6.0% | +4.1% |
| 7D | -14.7% | +1.1% | -15.8% | -14.2% |
| 30D | -36.1% | +25.8% | -61.9% | -33.9% |
| 3M | -36.9% | +9.3% | -46.2% | -34.9% |
| 6M | -22.2% | +38.4% | -60.6% | -25.3% |
| All | -22.2% | +42.4% | -64.6% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling