-67.1%
ETSY vs ALK
-28.1%
-39.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -12.9% | -3.0% | -9.9% | -11.9% |
| 30D | -11.5% | -14.6% | +3.1% | -6.0% |
| 3M | +3.5% | -10.6% | +14.1% | +6.9% |
| 6M | +27.6% | -6.7% | +34.3% | +27.2% |
| YTD | +28.4% | -19.8% | +48.2% | +34.5% |
| 1Y | +27.1% | -35.2% | +62.3% | +45.7% |
| 3Y | +6.0% | +1.4% | +4.7% | -14.1% |
| 5Y | -67.1% | -30.7% | -36.5% | -69.3% |
| All | -67.1% | -28.1% | -39.0% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling