-65.1%
ETSY vs ARMK
+106.1%
-171.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.6% |
| 7D | -8.2% | +2.8% | -11.0% | -9.8% |
| 30D | +14.8% | -1.8% | +16.6% | +15.1% |
| 3M | +11.2% | -10.9% | +22.0% | +17.7% |
| 6M | +47.6% | +21.2% | +26.4% | +28.0% |
| YTD | +59.4% | +47.0% | +12.4% | +20.4% |
| 1Y | +38.6% | +42.9% | -4.3% | +6.6% |
| 3Y | +39.7% | +95.0% | -55.3% | -18.5% |
| 5Y | -65.1% | +106.2% | -171.4% | -82.8% |
| All | -65.1% | +106.1% | -171.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling