+142.5%
ETSY vs AMP
+444.4%
-301.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.9% | -0.5% | -4.4% | -4.6% |
| 30D | -8.6% | -1.3% | -7.3% | -8.0% |
| 3M | +4.8% | +24.2% | -19.4% | -6.5% |
| 6M | +38.1% | +24.6% | +13.5% | +22.7% |
| YTD | +31.2% | +14.8% | +16.4% | +21.1% |
| 1Y | +22.1% | +12.8% | +9.3% | +14.0% |
| 3Y | +12.2% | +69.0% | -56.7% | -16.7% |
| 5Y | -66.5% | +124.9% | -191.3% | -78.2% |
| 10Y | +433.4% | +583.5% | -150.1% | +74.8% |
| All | +142.5% | +444.4% | -301.9% | -16.9% |
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