+653.5%
ETSY vs AVAV
+358.8%
+294.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.6% |
| 7D | -3.7% | 0.0% | -3.7% | -4.3% |
| 30D | +12.8% | -9.9% | +22.7% | +14.3% |
| 3M | +7.6% | -34.7% | +42.3% | +16.6% |
| 6M | +34.4% | -26.6% | +61.0% | +38.3% |
| YTD | +56.0% | -48.9% | +105.0% | +70.7% |
| 1Y | +43.6% | -63.0% | +106.6% | +69.5% |
| 3Y | +36.8% | +1.6% | +35.2% | +13.4% |
| 5Y | -65.2% | +34.5% | -99.7% | -74.8% |
| 10Y | +653.5% | +359.3% | +294.2% | +331.2% |
| All | +653.5% | +358.8% | +294.7% | +331.2% |
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