+137.3%
ETSY vs AGI
+525.1%
-387.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.3% |
| 7D | -12.9% | +2.2% | -15.1% | -13.0% |
| 30D | -11.5% | +11.3% | -22.7% | -12.2% |
| 3M | +3.5% | +5.6% | -2.1% | +2.9% |
| 6M | +27.6% | -27.7% | +55.3% | +29.9% |
| YTD | +28.4% | -4.1% | +32.5% | +27.9% |
| 1Y | +27.1% | +13.8% | +13.3% | +24.8% |
| 3Y | +6.0% | +217.0% | -211.0% | -3.7% |
| 5Y | -67.1% | +404.3% | -471.5% | -71.1% |
| 10Y | +421.9% | +400.5% | +21.4% | +366.7% |
| All | +137.3% | +525.1% | -387.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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