+155.0%
ETSY vs AVAV
+449.8%
-294.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.3% |
| 7D | -8.5% | -2.2% | -6.2% | -8.0% |
| 30D | -10.9% | -13.9% | +3.0% | -8.2% |
| 3M | +14.1% | -29.2% | +43.3% | +20.9% |
| 6M | +37.5% | -36.1% | +73.6% | +47.8% |
| YTD | +38.0% | -40.2% | +78.2% | +47.6% |
| 1Y | +46.5% | -36.2% | +82.8% | +52.7% |
| 3Y | +2.5% | +47.5% | -45.0% | -22.5% |
| 5Y | -65.3% | +39.3% | -104.6% | -74.6% |
| 10Y | +451.6% | +482.6% | -30.9% | +169.1% |
| All | +155.0% | +449.8% | -294.8% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling