+138.6%
ETSY vs AMP
+440.4%
-301.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -12.7% | -2.0% | -10.7% | -11.8% |
| 30D | -9.9% | -1.7% | -8.2% | -9.2% |
| 3M | +4.2% | +23.2% | -19.1% | -6.7% |
| 6M | +34.2% | +22.2% | +12.0% | +20.4% |
| YTD | +29.1% | +14.0% | +15.1% | +19.6% |
| 1Y | +23.8% | +14.0% | +9.8% | +15.0% |
| 3Y | +6.6% | +67.0% | -60.3% | -20.4% |
| 5Y | -67.0% | +123.2% | -190.2% | -78.5% |
| 10Y | +424.9% | +578.5% | -153.7% | +72.6% |
| All | +138.6% | +440.4% | -301.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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