+46.5%
ETSY vs ALM
+318.3%
-271.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.5% | -5.2% | -6.6% |
| 7D | -8.5% | -2.6% | -5.9% | -8.3% |
| 30D | -10.9% | +32.0% | -42.9% | -12.5% |
| 3M | +14.1% | -15.0% | +29.1% | +14.5% |
| 6M | +37.5% | -10.1% | +47.6% | +35.5% |
| YTD | +38.0% | +99.4% | -61.4% | +23.7% |
| 1Y | +46.5% | +316.4% | -269.8% | +13.3% |
| All | +46.5% | +318.3% | -271.8% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling