-65.8%
ETSY vs ALLY
-6.7%
-59.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.1% |
| 30D | +15.3% | +3.4% | +11.8% | +13.4% |
| 3M | +3.4% | -11.1% | +14.4% | +9.8% |
| 6M | +37.4% | -11.5% | +48.9% | +46.0% |
| YTD | +59.5% | -12.3% | +71.9% | +69.3% |
| 1Y | +49.7% | +1.1% | +48.6% | +46.9% |
| 3Y | +42.6% | +64.8% | -22.2% | -1.4% |
| 5Y | -65.8% | -6.9% | -58.9% | -65.7% |
| All | -65.8% | -6.7% | -59.1% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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