+194.5%
ETSY vs AR
-6.9%
+201.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +2.0% |
| 7D | -8.2% | +2.1% | -10.3% | -8.4% |
| 30D | +14.8% | +4.5% | +10.3% | +14.0% |
| 3M | +11.2% | +1.0% | +10.2% | +10.6% |
| 6M | +47.6% | +4.4% | +43.2% | +45.8% |
| YTD | +59.4% | +10.9% | +48.5% | +55.4% |
| 1Y | +38.6% | +8.6% | +30.1% | +35.3% |
| 3Y | +39.7% | +48.5% | -8.8% | +29.1% |
| 5Y | -65.1% | +95.7% | -160.9% | -69.8% |
| 10Y | +653.8% | +55.5% | +598.4% | +513.8% |
| All | +194.5% | -6.9% | +201.4% | +82.7% |
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