-58.1%
ETSY vs ABCL
-81.9%
+23.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.5% |
| 7D | -12.9% | -2.7% | -10.2% | -12.4% |
| 30D | -11.5% | +18.3% | -29.8% | -15.4% |
| 3M | +3.5% | +108.5% | -105.0% | -15.7% |
| 6M | +27.6% | +213.9% | -186.3% | -7.8% |
| YTD | +28.4% | +223.1% | -194.7% | -9.4% |
| 1Y | +27.1% | +160.6% | -133.5% | -7.1% |
| 3Y | +6.0% | +104.3% | -98.2% | -24.3% |
| 5Y | -67.1% | -40.0% | -27.1% | -69.8% |
| All | -58.1% | -81.9% | +23.8% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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