-67.0%
ETSY vs AME
+82.6%
-149.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.2% |
| 7D | -12.7% | 0.0% | -12.7% | -12.8% |
| 30D | -9.9% | -8.6% | -1.3% | -3.6% |
| 3M | +4.2% | +5.8% | -1.6% | -1.7% |
| 6M | +34.2% | +3.8% | +30.4% | +26.9% |
| YTD | +29.1% | +14.4% | +14.7% | +11.0% |
| 1Y | +23.8% | +25.8% | -2.0% | -3.5% |
| 3Y | +6.6% | +55.2% | -48.5% | -37.4% |
| 5Y | -67.0% | +85.5% | -152.5% | -84.4% |
| All | -67.0% | +82.6% | -149.6% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling