+421.9%
ETSY vs AVAV
+478.0%
-56.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.1% | -1.0% |
| 7D | -12.9% | -3.2% | -9.7% | -12.3% |
| 30D | -11.5% | -25.6% | +14.1% | -5.7% |
| 3M | +3.5% | -20.2% | +23.8% | +6.6% |
| 6M | +27.6% | -38.1% | +65.7% | +38.2% |
| YTD | +28.4% | -41.8% | +70.2% | +38.1% |
| 1Y | +27.1% | -39.0% | +66.1% | +33.6% |
| 3Y | +6.0% | +24.1% | -18.0% | -15.5% |
| 5Y | -67.1% | +53.0% | -120.2% | -76.6% |
| 10Y | +421.9% | +493.8% | -71.9% | +163.0% |
| All | +421.9% | +478.0% | -56.1% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling