+194.3%
ETSY vs ACM
+120.6%
+73.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -3.5% | +5.1% | -8.6% | -5.8% |
| 30D | +11.4% | +18.7% | -7.3% | +3.0% |
| 3M | +10.9% | +15.5% | -4.6% | +3.6% |
| 6M | +53.5% | +1.2% | +52.3% | +51.0% |
| YTD | +59.3% | -25.2% | +84.5% | +78.8% |
| 1Y | +38.2% | -46.3% | +84.5% | +79.7% |
| 3Y | +39.6% | -9.6% | +49.2% | +40.8% |
| 5Y | -67.6% | +4.4% | -72.0% | -68.9% |
| 10Y | +653.3% | +129.3% | +524.0% | +380.4% |
| All | +194.3% | +120.6% | +73.7% | +57.1% |
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