+188.3%
ETSY vs ACGL
+452.1%
-263.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -3.7% | +1.3% | -5.0% | -4.1% |
| 30D | +12.8% | +14.2% | -1.4% | +8.6% |
| 3M | +7.6% | +11.1% | -3.5% | +4.5% |
| 6M | +34.4% | +16.4% | +18.0% | +28.6% |
| YTD | +56.0% | +13.8% | +42.2% | +49.6% |
| 1Y | +43.6% | +21.6% | +22.0% | +34.9% |
| 3Y | +36.8% | +33.5% | +3.2% | +22.5% |
| 5Y | -65.2% | +174.8% | -240.0% | -75.8% |
| 10Y | +653.5% | +330.4% | +323.1% | +283.4% |
| All | +188.3% | +452.1% | -263.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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