+662.6%
ETSY vs ALM
+2,100.8%
-1,438.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | +0.6% |
| 7D | -1.0% | +1.2% | -2.3% | -1.1% |
| 30D | +7.3% | -19.3% | +26.7% | +8.0% |
| 3M | +10.3% | -40.6% | +51.0% | +11.8% |
| 6M | +55.1% | -57.9% | +113.0% | +58.3% |
| YTD | +60.5% | -6.7% | +67.2% | +58.7% |
| 1Y | +52.2% | +20.2% | +32.0% | +49.0% |
| 3Y | +40.8% | +879.4% | -838.6% | +26.8% |
| 5Y | -67.3% | +415.3% | -482.6% | -70.3% |
| All | +662.6% | +2,100.8% | -1,438.2% | +598.7% |
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