+1,231.3%
AMZN vs ETSY
+134.9%
+1,096.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.4% |
| 7D | +0.8% | -10.9% | +11.7% | +3.3% |
| 30D | -6.4% | -14.9% | +8.5% | -3.3% |
| 3M | +4.8% | +5.8% | -1.0% | +2.9% |
| 6M | +20.5% | +29.1% | -8.6% | +12.5% |
| YTD | +11.3% | +31.3% | -20.0% | +2.8% |
| 1Y | +9.0% | +25.1% | -16.2% | +0.4% |
| 3Y | +85.9% | +8.5% | +77.4% | +69.8% |
| 5Y | +45.8% | -66.1% | +111.9% | +61.8% |
| 10Y | +555.5% | +410.3% | +145.2% | +354.0% |
| All | +1,231.3% | +134.9% | +1,096.4% | +824.3% |
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 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