+196.7%
ETSY vs APD
+198.4%
-1.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.0% | +3.8% | -4.9% | -2.8% |
| 30D | +7.3% | +8.2% | -0.9% | +3.5% |
| 3M | +10.3% | +4.3% | +6.0% | +8.2% |
| 6M | +55.1% | +4.7% | +50.4% | +50.3% |
| YTD | +60.5% | +31.5% | +29.0% | +36.9% |
| 1Y | +52.2% | +23.5% | +28.6% | +33.3% |
| 3Y | +40.8% | +29.1% | +11.7% | +15.6% |
| 5Y | -67.3% | +15.9% | -83.2% | -72.0% |
| 10Y | +659.4% | +191.9% | +467.5% | +248.4% |
| All | +196.7% | +198.4% | -1.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling