+155.0%
ETSY vs ARMK
+192.3%
-37.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.9% | -6.5% |
| 7D | -8.5% | -2.4% | -6.1% | -7.9% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +14.1% | +6.7% | +7.4% | +12.0% |
| 6M | +37.5% | +38.8% | -1.3% | +25.6% |
| YTD | +38.0% | +55.2% | -17.2% | +22.3% |
| 1Y | +46.5% | +46.6% | -0.1% | +31.7% |
| 3Y | +2.5% | +112.9% | -110.4% | -16.3% |
| 5Y | -65.3% | +144.0% | -209.2% | -72.2% |
| 10Y | +451.6% | +132.4% | +319.2% | +380.5% |
| All | +155.0% | +192.3% | -37.2% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling