+142.7%
ETSY vs AME
+383.2%
-240.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -10.9% | +2.8% | -13.7% | -12.6% |
| 30D | -14.9% | -6.3% | -8.6% | -11.4% |
| 3M | +5.8% | +5.4% | +0.4% | +1.2% |
| 6M | +29.1% | +7.4% | +21.7% | +20.9% |
| YTD | +31.3% | +16.2% | +15.2% | +16.2% |
| 1Y | +25.1% | +26.8% | -1.7% | +3.4% |
| 3Y | +8.5% | +57.5% | -49.0% | -24.3% |
| 5Y | -66.1% | +84.8% | -150.9% | -78.4% |
| 10Y | +410.3% | +424.3% | -14.0% | +60.4% |
| All | +142.7% | +383.2% | -240.5% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling