+9.8%
ETSY vs APD
+6.4%
+3.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -12.9% | -4.6% | -8.3% | -12.4% |
| 30D | -11.5% | -4.2% | -7.3% | -11.0% |
| 3M | +3.5% | +5.0% | -1.4% | +2.8% |
| 6M | +27.6% | +8.9% | +18.7% | +25.3% |
| YTD | +28.4% | +21.9% | +6.5% | +22.5% |
| 1Y | +27.1% | +5.6% | +21.5% | +25.9% |
| All | +9.8% | +6.4% | +3.4% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling