+128.5%
AWK vs ETSY
+431.9%
-303.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.7% |
| 7D | -2.1% | -4.9% | +2.8% | -1.7% |
| 30D | +2.1% | -8.6% | +10.7% | +2.9% |
| 3M | +11.4% | +4.8% | +6.6% | +10.7% |
| 6M | +3.9% | +38.1% | -34.2% | +0.2% |
| YTD | +7.7% | +31.2% | -23.5% | +4.1% |
| 1Y | +1.3% | +22.1% | -20.8% | -2.0% |
| 3Y | +7.2% | +12.2% | -5.1% | +2.7% |
| 5Y | -17.0% | -66.5% | +49.5% | -14.0% |
| All | +128.5% | +431.9% | -303.4% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling