+199.8%
ETSY vs AMBA
-21.5%
+221.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.9% | -3.3% |
| 7D | +1.1% | -7.2% | +8.3% | +2.9% |
| 30D | +25.8% | -10.4% | +36.2% | +28.7% |
| 3M | +9.3% | -30.1% | +39.4% | +18.5% |
| 6M | +38.4% | -22.4% | +60.8% | +37.4% |
| YTD | +62.2% | -17.3% | +79.6% | +55.5% |
| 1Y | +58.3% | -35.4% | +93.7% | +61.7% |
| 3Y | +42.6% | +18.6% | +23.9% | +8.9% |
| 5Y | -65.4% | -69.8% | +4.4% | -62.8% |
| 10Y | +685.4% | +1.1% | +684.3% | +431.6% |
| All | +199.8% | -21.5% | +221.2% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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