+5.4%
ETSY vs AS
+120.4%
-115.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -7.4% |
| 7D | -8.5% | -4.9% | -3.6% | -7.6% |
| 30D | -10.9% | -19.6% | +8.7% | -7.1% |
| 3M | +14.1% | -14.4% | +28.5% | +17.3% |
| 6M | +37.5% | -20.1% | +57.6% | +42.8% |
| YTD | +38.0% | -20.9% | +58.9% | +43.2% |
| 1Y | +46.5% | -21.9% | +68.4% | +51.8% |
| All | +5.4% | +120.4% | -115.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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