+194.8%
ETSY vs ACGL
+446.9%
-252.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.9% |
| 7D | -4.3% | -1.1% | -3.2% | -4.0% |
| 30D | +15.3% | +13.1% | +2.2% | +11.4% |
| 3M | +3.4% | +9.8% | -6.4% | +0.8% |
| 6M | +37.4% | +15.3% | +22.1% | +31.8% |
| YTD | +59.5% | +12.7% | +46.8% | +53.4% |
| 1Y | +49.7% | +20.7% | +29.0% | +40.9% |
| 3Y | +42.6% | +34.3% | +8.3% | +27.5% |
| 5Y | -65.8% | +170.6% | -236.4% | -76.1% |
| 10Y | +677.8% | +330.6% | +347.3% | +294.1% |
| All | +194.8% | +446.9% | -252.1% | +15.9% |
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