+194.5%
ETSY vs ALK
-27.9%
+222.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.4% | +2.5% |
| 7D | -8.2% | +2.6% | -10.8% | -9.0% |
| 30D | +14.8% | +7.8% | +7.0% | +12.2% |
| 3M | +11.2% | -15.2% | +26.4% | +15.9% |
| 6M | +47.6% | +5.0% | +42.6% | +43.4% |
| YTD | +59.4% | -18.4% | +77.8% | +63.8% |
| 1Y | +38.6% | -2.4% | +41.0% | +34.6% |
| 3Y | +39.7% | +19.8% | +19.9% | +22.1% |
| 5Y | -65.1% | -27.8% | -37.3% | -65.0% |
| 10Y | +653.8% | -42.0% | +695.8% | +617.8% |
| All | +194.5% | -27.9% | +222.4% | +162.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling