-66.1%
ETSY vs ABCL
-39.9%
-26.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | -10.9% | +1.4% | -12.3% | -11.2% |
| 30D | -14.9% | +65.1% | -80.0% | -26.4% |
| 3M | +5.8% | +111.1% | -105.3% | -15.4% |
| 6M | +29.1% | +231.6% | -202.5% | -10.7% |
| YTD | +31.3% | +234.5% | -203.2% | -11.0% |
| 1Y | +25.1% | +174.3% | -149.2% | -12.4% |
| 3Y | +8.5% | +111.5% | -103.0% | -25.0% |
| 5Y | -66.1% | -37.3% | -28.8% | -67.3% |
| All | -66.1% | -39.9% | -26.2% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling