+12.3%
ETSY vs ARMK
+123.7%
-111.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.3% |
| 7D | -10.9% | +1.7% | -12.6% | -11.5% |
| 30D | -14.9% | +3.1% | -18.0% | -16.2% |
| 3M | +5.8% | +9.2% | -3.4% | +1.7% |
| 6M | +29.1% | +43.7% | -14.6% | +9.7% |
| YTD | +31.3% | +57.4% | -26.0% | +6.4% |
| 1Y | +25.1% | +51.9% | -26.7% | +3.0% |
| All | +12.3% | +123.7% | -111.4% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling