-55.0%
ETSY vs ABCL
-81.3%
+26.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.5% |
| 7D | -8.5% | +0.7% | -9.2% | -8.6% |
| 30D | -10.9% | +93.1% | -104.0% | -25.1% |
| 3M | +14.1% | +79.4% | -65.3% | -3.8% |
| 6M | +37.5% | +214.9% | -177.4% | -0.7% |
| YTD | +38.0% | +234.2% | -196.2% | -3.3% |
| 1Y | +46.5% | +174.8% | -128.2% | +5.8% |
| 3Y | +2.5% | +104.5% | -102.0% | -26.6% |
| 5Y | -65.3% | -39.0% | -26.3% | -68.3% |
| All | -55.0% | -81.3% | +26.3% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling