+155.0%
ETSY vs AR
-4.0%
+159.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.6% |
| 7D | -8.5% | +2.5% | -11.0% | -8.7% |
| 30D | -10.9% | +14.8% | -25.7% | -12.5% |
| 3M | +14.1% | +6.2% | +7.9% | +12.9% |
| 6M | +37.5% | +4.3% | +33.2% | +36.0% |
| YTD | +38.0% | +14.4% | +23.6% | +34.5% |
| 1Y | +46.5% | +21.3% | +25.2% | +41.4% |
| 3Y | +2.5% | +39.8% | -37.3% | -4.4% |
| 5Y | -65.3% | +142.1% | -207.4% | -70.7% |
| 10Y | +451.6% | +52.0% | +399.6% | +353.7% |
| All | +155.0% | -4.0% | +159.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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