+155.0%
ETSY vs ALLY
+173.6%
-18.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.3% | -7.1% | -6.9% |
| 7D | -8.5% | +3.7% | -12.1% | -9.9% |
| 30D | -10.9% | -2.3% | -8.6% | -10.1% |
| 3M | +14.1% | +3.8% | +10.3% | +12.0% |
| 6M | +37.5% | +9.7% | +27.8% | +31.6% |
| YTD | +38.0% | -1.4% | +39.4% | +37.9% |
| 1Y | +46.5% | +8.2% | +38.3% | +40.6% |
| 3Y | +2.5% | +66.5% | -64.0% | -21.1% |
| 5Y | -65.3% | +1.2% | -66.5% | -68.1% |
| 10Y | +451.6% | +191.4% | +260.2% | +200.7% |
| All | +155.0% | +173.6% | -18.5% | +35.5% |
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