+8.5%
ETSY vs ALK
+1.7%
+6.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -4.0% |
| 7D | -10.9% | +0.1% | -11.0% | -11.0% |
| 30D | -14.9% | -18.5% | +3.6% | -10.0% |
| 3M | +5.8% | -3.6% | +9.3% | +6.0% |
| 6M | +29.1% | -3.7% | +32.8% | +27.9% |
| YTD | +31.3% | -19.0% | +50.4% | +35.8% |
| 1Y | +25.1% | -36.0% | +61.2% | +38.2% |
| 3Y | +8.5% | +2.3% | +6.1% | -6.2% |
| All | +8.5% | +1.7% | +6.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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