-67.1%
ETSY vs ALM
+958.0%
-1,025.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -2.1% |
| 7D | -12.9% | +3.6% | -16.5% | -13.0% |
| 30D | -11.5% | +33.8% | -45.3% | -12.6% |
| 3M | +3.5% | +14.8% | -11.2% | +2.5% |
| 6M | +27.6% | -7.0% | +34.6% | +26.6% |
| YTD | +28.4% | +108.1% | -79.6% | +22.9% |
| 1Y | +27.1% | +313.8% | -286.7% | +18.3% |
| 3Y | +6.0% | +2,227.6% | -2,221.6% | -9.8% |
| 5Y | -67.1% | +956.6% | -1,023.8% | -71.8% |
| All | -67.1% | +958.0% | -1,025.1% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling