+155.0%
ETSY vs ACGL
+396.2%
-241.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.2% |
| 7D | -8.5% | -0.7% | -7.7% | -8.2% |
| 30D | -10.9% | -1.0% | -9.9% | -10.6% |
| 3M | +14.1% | +11.0% | +3.1% | +10.7% |
| 6M | +37.5% | -0.3% | +37.8% | +37.1% |
| YTD | +38.0% | +2.3% | +35.7% | +36.4% |
| 1Y | +46.5% | +6.4% | +40.2% | +42.7% |
| 3Y | +2.5% | +34.0% | -31.5% | -8.9% |
| 5Y | -65.3% | +161.6% | -226.9% | -75.6% |
| 10Y | +451.6% | +278.6% | +173.0% | +194.0% |
| All | +155.0% | +396.2% | -241.2% | +3.0% |
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