+194.3%
ETSY vs AR
-5.7%
+200.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -3.5% | +6.4% | -9.9% | -4.3% |
| 30D | +11.4% | +3.1% | +8.2% | +10.7% |
| 3M | +10.9% | +3.3% | +7.6% | +10.1% |
| 6M | +53.5% | +6.6% | +47.0% | +51.3% |
| YTD | +59.3% | +12.3% | +46.9% | +55.1% |
| 1Y | +38.2% | +12.3% | +25.8% | +34.4% |
| 3Y | +39.6% | +50.4% | -10.8% | +28.8% |
| 5Y | -67.6% | +101.0% | -168.5% | -72.0% |
| 10Y | +653.3% | +57.5% | +595.8% | +512.5% |
| All | +194.3% | -5.7% | +200.0% | +82.3% |
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