+36.8%
ETSY vs APD
+28.0%
+8.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +12.8% | +11.0% | +1.7% | +11.3% |
| 3M | +7.6% | +2.0% | +5.6% | +7.3% |
| 6M | +34.4% | +7.1% | +27.3% | +33.2% |
| YTD | +56.0% | +29.8% | +26.3% | +47.1% |
| 1Y | +43.6% | +24.0% | +19.6% | +36.7% |
| All | +36.8% | +28.0% | +8.9% | +35.1% |
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