+155.0%
ETSY vs ALK
-26.1%
+181.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.5% | -8.3% | -7.2% |
| 7D | -8.5% | -0.7% | -7.8% | -8.3% |
| 30D | -10.9% | -19.2% | +8.3% | -5.4% |
| 3M | +14.1% | -1.5% | +15.6% | +13.6% |
| 6M | +37.5% | -13.1% | +50.5% | +40.1% |
| YTD | +38.0% | -16.4% | +54.4% | +41.3% |
| 1Y | +46.5% | -33.1% | +79.6% | +59.6% |
| 3Y | +2.5% | +0.6% | +1.9% | -5.3% |
| 5Y | -65.3% | -26.4% | -38.9% | -65.4% |
| 10Y | +451.6% | -34.2% | +485.8% | +401.2% |
| All | +155.0% | -26.1% | +181.1% | +126.9% |
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