-67.1%
ETSY vs APD
+25.2%
-92.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -12.9% | -4.6% | -8.3% | -11.1% |
| 30D | -11.5% | -4.2% | -7.3% | -9.8% |
| 3M | +3.5% | +5.0% | -1.4% | +0.5% |
| 6M | +27.6% | +8.9% | +18.7% | +20.5% |
| YTD | +28.4% | +21.9% | +6.5% | +13.5% |
| 1Y | +27.1% | +5.6% | +21.5% | +20.8% |
| 3Y | +6.0% | +6.9% | -0.8% | -3.1% |
| 5Y | -67.1% | +25.3% | -92.5% | -78.7% |
| All | -67.1% | +25.2% | -92.4% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling