+142.7%
ETSY vs ALM
+1,599.6%
-1,456.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +8.8% | -13.6% | -5.0% |
| 7D | -10.9% | +8.4% | -19.3% | -11.1% |
| 30D | -14.9% | +34.8% | -49.7% | -15.4% |
| 3M | +5.8% | +16.2% | -10.4% | +5.3% |
| 6M | +29.1% | +2.1% | +27.0% | +28.4% |
| YTD | +31.3% | +117.0% | -85.7% | +28.7% |
| 1Y | +25.1% | +313.9% | -288.7% | +21.1% |
| 3Y | +8.5% | +2,327.9% | -2,319.5% | +1.7% |
| 5Y | -66.1% | +1,040.6% | -1,106.7% | -68.1% |
| 10Y | +410.3% | +3,219.4% | -2,809.1% | +407.3% |
| All | +142.7% | +1,599.6% | -1,456.8% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling