-66.1%
ETSY vs ALLY
-0.2%
-65.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.3% | -1.5% | -3.1% |
| 7D | -10.9% | +1.0% | -12.0% | -11.4% |
| 30D | -14.9% | -3.3% | -11.6% | -13.5% |
| 3M | +5.8% | +0.5% | +5.3% | +5.2% |
| 6M | +29.1% | +12.6% | +16.5% | +20.8% |
| YTD | +31.3% | -4.7% | +36.0% | +33.4% |
| 1Y | +25.1% | +5.2% | +19.9% | +20.4% |
| 3Y | +8.5% | +66.5% | -58.0% | -24.1% |
| 5Y | -66.1% | +0.2% | -66.3% | -69.0% |
| All | -66.1% | -0.2% | -65.9% | -69.0% |
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