-67.5%
ETSY vs ALC
-9.0%
-58.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +3.3% |
| 7D | -8.2% | -6.3% | -1.9% | -4.8% |
| 30D | +14.8% | +12.6% | +2.2% | +7.8% |
| 3M | +11.2% | -3.8% | +15.0% | +13.6% |
| 6M | +47.6% | +16.8% | +30.8% | +34.8% |
| YTD | +59.4% | -7.6% | +67.0% | +63.4% |
| 1Y | +38.6% | -5.9% | +44.5% | +40.4% |
| 3Y | +39.7% | +0.6% | +39.1% | +22.8% |
| All | -67.5% | -9.0% | -58.5% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling