+188.3%
ETSY vs ALK
-27.0%
+215.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -3.7% | +12.9% | -16.7% | -7.1% |
| 30D | +12.8% | +5.5% | +7.2% | +10.8% |
| 3M | +7.6% | -12.1% | +19.7% | +11.0% |
| 6M | +34.4% | +1.7% | +32.6% | +31.9% |
| YTD | +56.0% | -17.4% | +73.4% | +59.8% |
| 1Y | +43.6% | -1.9% | +45.5% | +39.2% |
| 3Y | +36.8% | +21.2% | +15.5% | +19.1% |
| 5Y | -65.2% | -27.8% | -37.4% | -65.2% |
| 10Y | +653.5% | -41.0% | +694.5% | +614.0% |
| All | +188.3% | -27.0% | +215.3% | +156.6% |
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