+39.7%
ETSY vs ALM
+836.8%
-797.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.1% |
| 7D | -3.5% | -4.0% | +0.5% | -3.4% |
| 30D | +11.4% | -30.5% | +41.9% | +12.6% |
| 3M | +10.9% | -46.9% | +57.8% | +12.8% |
| 6M | +53.5% | -65.5% | +119.0% | +58.0% |
| YTD | +59.3% | -13.4% | +72.6% | +56.8% |
| 1Y | +38.2% | +9.8% | +28.4% | +34.6% |
| All | +39.7% | +836.8% | -797.1% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling