+9.8%
ETSY vs ALC
-16.2%
+26.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -12.9% | -5.3% | -7.6% | -11.5% |
| 30D | -11.5% | -7.1% | -4.4% | -9.6% |
| 3M | +3.5% | +0.8% | +2.8% | +3.2% |
| 6M | +27.6% | -16.0% | +43.6% | +33.7% |
| YTD | +28.4% | -12.7% | +41.2% | +32.6% |
| 1Y | +27.1% | -12.8% | +39.9% | +31.0% |
| All | +9.8% | -16.2% | +26.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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