+194.8%
ETSY vs AVAV
+382.6%
-187.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +12.6% | -14.2% | -4.4% |
| 7D | -4.3% | +3.2% | -7.5% | -5.6% |
| 30D | +15.3% | -7.4% | +22.7% | +16.2% |
| 3M | +3.4% | -32.0% | +35.4% | +11.1% |
| 6M | +37.4% | -24.6% | +61.9% | +40.5% |
| YTD | +59.5% | -47.5% | +107.0% | +73.5% |
| 1Y | +49.7% | -61.5% | +111.2% | +75.1% |
| 3Y | +42.6% | +5.5% | +37.1% | +17.4% |
| 5Y | -65.8% | +35.7% | -101.6% | -75.1% |
| 10Y | +677.8% | +379.1% | +298.7% | +293.3% |
| All | +194.8% | +382.6% | -187.8% | +40.8% |
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