+142.7%
ETSY vs ACM
+106.7%
+36.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.0% | -4.5% |
| 7D | -10.9% | -0.3% | -10.6% | -10.8% |
| 30D | -14.9% | -12.9% | -2.0% | -9.9% |
| 3M | +5.8% | -6.4% | +12.2% | +8.0% |
| 6M | +29.1% | -29.2% | +58.3% | +49.3% |
| YTD | +31.3% | -29.9% | +61.3% | +52.0% |
| 1Y | +25.1% | -47.3% | +72.4% | +64.1% |
| 3Y | +8.5% | -19.6% | +28.1% | +15.6% |
| 5Y | -66.1% | +5.5% | -71.6% | -67.5% |
| 10Y | +410.3% | +129.7% | +280.6% | +226.1% |
| All | +142.7% | +106.7% | +36.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling