+662.6%
ETSY vs ACM
+132.6%
+530.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -1.0% | +5.6% | -6.7% | -3.7% |
| 30D | +7.3% | +20.8% | -13.5% | -1.9% |
| 3M | +10.3% | +11.4% | -1.1% | +4.5% |
| 6M | +55.1% | +0.9% | +54.1% | +52.6% |
| YTD | +60.5% | -24.8% | +85.4% | +80.8% |
| 1Y | +52.2% | -46.4% | +98.6% | +101.0% |
| 3Y | +40.8% | -9.2% | +50.0% | +41.4% |
| 5Y | -67.3% | +5.0% | -72.3% | -68.9% |
| All | +662.6% | +132.6% | +530.0% | +388.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling