+416.1%
ETSY vs APD
+168.7%
+247.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -12.7% | -3.5% | -9.3% | -11.3% |
| 30D | -9.9% | -5.1% | -4.9% | -7.8% |
| 3M | +4.2% | +6.9% | -2.7% | +0.1% |
| 6M | +34.2% | +8.1% | +26.1% | +27.2% |
| YTD | +29.1% | +21.2% | +7.9% | +14.8% |
| 1Y | +23.8% | +4.9% | +19.0% | +17.6% |
| 3Y | +6.6% | +6.3% | +0.3% | -3.1% |
| 5Y | -67.0% | +24.3% | -91.3% | -72.8% |
| All | +416.1% | +168.7% | +247.5% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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