-67.1%
ETSY vs ARMK
+146.8%
-214.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.6% |
| 7D | -12.9% | +0.3% | -13.2% | -13.1% |
| 30D | -11.5% | +2.4% | -13.8% | -13.1% |
| 3M | +3.5% | +6.1% | -2.5% | -0.6% |
| 6M | +27.6% | +41.8% | -14.1% | +2.2% |
| YTD | +28.4% | +55.5% | -27.1% | -3.7% |
| 1Y | +27.1% | +49.6% | -22.5% | -2.4% |
| 3Y | +6.0% | +122.8% | -116.7% | -40.5% |
| 5Y | -67.1% | +151.0% | -218.1% | -82.7% |
| All | -67.1% | +146.8% | -214.0% | -82.7% |
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