+194.5%
ETSY vs ALLY
+141.6%
+52.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | -8.2% | -2.8% | -5.4% | -7.1% |
| 30D | +14.8% | +1.9% | +13.0% | +14.1% |
| 3M | +11.2% | -12.1% | +23.3% | +17.3% |
| 6M | +47.6% | -9.0% | +56.6% | +53.2% |
| YTD | +59.4% | -12.9% | +72.3% | +67.9% |
| 1Y | +38.6% | -0.1% | +38.7% | +37.6% |
| 3Y | +39.7% | +64.6% | -24.9% | +8.4% |
| 5Y | -65.1% | -10.1% | -55.0% | -66.1% |
| 10Y | +653.8% | +176.7% | +477.2% | +319.5% |
| All | +194.5% | +141.6% | +52.9% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling