-35.7%
AUR vs ETSY
-55.4%
+19.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.8% |
| 7D | +1.4% | -4.9% | +6.3% | +3.8% |
| 30D | -6.4% | -8.6% | +2.2% | -3.3% |
| 3M | +7.7% | +4.8% | +2.9% | +2.2% |
| 6M | +44.5% | +38.1% | +6.4% | +17.1% |
| YTD | +67.4% | +31.2% | +36.2% | +37.4% |
| 1Y | +15.4% | +22.1% | -6.7% | -5.4% |
| 3Y | +94.8% | +12.2% | +82.6% | +55.1% |
| 5Y | -35.1% | -66.5% | +31.4% | -12.0% |
| All | -35.7% | -55.4% | +19.7% | -13.0% |
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