-65.5%
ETSY vs ABCL
-21.8%
-43.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.5% | -3.2% |
| 7D | +1.1% | -3.2% | +4.3% | +1.4% |
| 30D | +25.8% | -7.4% | +33.2% | +26.9% |
| 3M | +9.3% | +81.9% | -72.6% | -9.0% |
| 6M | +38.4% | +135.7% | -97.3% | +4.5% |
| YTD | +62.2% | +247.4% | -185.2% | +7.0% |
| 1Y | +58.3% | +162.3% | -103.9% | +12.3% |
| 3Y | +42.6% | +165.5% | -122.9% | -10.6% |
| All | -65.5% | -21.8% | -43.7% | -66.9% |
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