+194.3%
ETSY vs ALM
+578.2%
-383.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.1% |
| 7D | -3.5% | -4.0% | +0.5% | -3.5% |
| 30D | +11.4% | -30.5% | +41.9% | +12.1% |
| 3M | +10.9% | -46.9% | +57.8% | +12.0% |
| 6M | +53.5% | -65.5% | +119.0% | +56.0% |
| YTD | +59.3% | -13.4% | +72.6% | +58.5% |
| 1Y | +38.2% | +9.8% | +28.4% | +36.9% |
| 3Y | +39.6% | +783.1% | -743.5% | +33.3% |
| 5Y | -67.6% | +378.3% | -445.9% | -68.9% |
| 10Y | +653.3% | +1,942.8% | -1,289.5% | +677.6% |
| All | +194.3% | +578.2% | -383.9% | +152.4% |
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