+424.6%
ETSY vs AME
+445.1%
-20.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.6% | -0.5% |
| 7D | -4.9% | +1.7% | -6.6% | -6.0% |
| 30D | -8.6% | -6.4% | -2.2% | -4.8% |
| 3M | +4.8% | +7.1% | -2.3% | -0.7% |
| 6M | +38.1% | +8.2% | +29.9% | +28.8% |
| YTD | +31.2% | +18.2% | +13.1% | +14.7% |
| 1Y | +22.1% | +26.7% | -4.6% | +0.9% |
| 3Y | +12.2% | +60.7% | -48.4% | -22.8% |
| 5Y | -66.5% | +91.6% | -158.0% | -79.2% |
| All | +424.6% | +445.1% | -20.5% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling