-67.1%
ETSY vs ACM
+2.7%
-69.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -0.4% |
| 7D | -12.9% | -3.7% | -9.2% | -10.9% |
| 30D | -11.5% | -12.7% | +1.2% | -4.7% |
| 3M | +3.5% | -9.8% | +13.3% | +8.8% |
| 6M | +27.6% | -31.4% | +59.0% | +59.2% |
| YTD | +28.4% | -32.1% | +60.5% | +60.0% |
| 1Y | +27.1% | -47.8% | +74.9% | +87.8% |
| 3Y | +6.0% | -22.1% | +28.1% | +9.8% |
| 5Y | -67.1% | +1.8% | -68.9% | -72.3% |
| All | -67.1% | +2.7% | -69.9% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling