+155.0%
ETSY vs ACM
+108.4%
+46.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.4% | -6.6% |
| 7D | -8.5% | -3.7% | -4.7% | -6.9% |
| 30D | -10.9% | -11.1% | +0.2% | -6.6% |
| 3M | +14.1% | -8.0% | +22.1% | +17.4% |
| 6M | +37.5% | -29.7% | +67.1% | +59.4% |
| YTD | +38.0% | -29.4% | +67.4% | +59.1% |
| 1Y | +46.5% | -46.4% | +93.0% | +90.8% |
| 3Y | +2.5% | -22.3% | +24.9% | +10.9% |
| 5Y | -65.3% | +4.5% | -69.8% | -66.6% |
| 10Y | +451.6% | +127.6% | +324.0% | +253.9% |
| All | +155.0% | +108.4% | +46.6% | +39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling