+416.1%
ETSY vs ALM
+2,776.7%
-2,360.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.9% |
| 7D | -12.7% | -7.1% | -5.6% | -12.6% |
| 30D | -9.9% | +24.7% | -34.6% | -10.7% |
| 3M | +4.2% | +8.3% | -4.1% | +3.5% |
| 6M | +34.2% | -22.2% | +56.4% | +34.2% |
| YTD | +29.1% | +88.1% | -59.0% | +25.2% |
| 1Y | +23.8% | +272.4% | -248.5% | +17.3% |
| 3Y | +6.6% | +2,004.1% | -1,997.5% | -5.8% |
| 5Y | -67.0% | +915.8% | -982.8% | -70.5% |
| All | +416.1% | +2,776.7% | -2,360.6% | +397.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling