+1,642.9%
AMAT vs ETSY
+190.1%
+1,452.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +6.0% | +4.6% |
| 7D | -14.7% | +1.1% | -15.8% | -15.0% |
| 30D | -36.1% | +25.8% | -61.9% | -39.5% |
| 3M | -36.9% | +9.3% | -46.2% | -38.7% |
| 6M | -22.2% | +38.4% | -60.6% | -28.7% |
| YTD | +29.9% | +62.2% | -32.3% | +13.3% |
| 1Y | +43.3% | +58.3% | -15.1% | +25.3% |
| 3Y | +142.7% | +42.6% | +100.1% | +106.9% |
| 5Y | +126.2% | -65.4% | +191.6% | +149.6% |
| 10Y | +1,211.7% | +685.4% | +526.3% | +745.8% |
| All | +1,642.9% | +190.1% | +1,452.8% | +942.5% |
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