+142.5%
ETSY vs AZO
+316.9%
-174.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.9% | -3.6% | -1.3% | -3.4% |
| 30D | -8.6% | -5.6% | -3.1% | -6.4% |
| 3M | +4.8% | -6.6% | +11.4% | +7.6% |
| 6M | +38.1% | -22.5% | +60.6% | +52.4% |
| YTD | +31.2% | -15.2% | +46.4% | +37.9% |
| 1Y | +22.1% | -33.9% | +56.0% | +43.5% |
| 3Y | +12.2% | +11.8% | +0.4% | -0.4% |
| 5Y | -66.5% | +85.5% | -152.0% | -77.5% |
| 10Y | +433.4% | +298.2% | +135.2% | +153.0% |
| All | +142.5% | +316.9% | -174.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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