+8.5%
ETSY vs ABCL
+105.4%
-96.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -10.9% | +1.4% | -12.3% | -11.1% |
| 30D | -14.9% | +65.1% | -80.0% | -21.0% |
| 3M | +5.8% | +111.1% | -105.3% | -6.0% |
| 6M | +29.1% | +231.6% | -202.5% | +5.7% |
| YTD | +31.3% | +234.5% | -203.2% | +6.3% |
| 1Y | +25.1% | +174.3% | -149.2% | +3.5% |
| 3Y | +8.5% | +111.5% | -103.0% | -15.2% |
| All | +8.5% | +105.4% | -96.9% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling