+9.8%
ETSY vs ACM
-22.3%
+32.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -0.9% |
| 7D | -12.9% | -3.7% | -9.2% | -11.4% |
| 30D | -11.5% | -12.7% | +1.2% | -6.4% |
| 3M | +3.5% | -9.8% | +13.3% | +7.6% |
| 6M | +27.6% | -31.4% | +59.0% | +50.9% |
| YTD | +28.4% | -32.1% | +60.5% | +52.1% |
| 1Y | +27.1% | -47.8% | +74.9% | +70.5% |
| All | +9.8% | -22.3% | +32.1% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling