-47.8%
ETSY vs BAM
+71.9%
-119.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.4% | -1.4% | -3.4% |
| 7D | -10.9% | -1.6% | -9.3% | -10.3% |
| 30D | -14.9% | -6.0% | -8.9% | -12.9% |
| 3M | +5.8% | +7.3% | -1.5% | +2.0% |
| 6M | +29.1% | +8.2% | +20.9% | +23.7% |
| YTD | +31.3% | -3.8% | +35.2% | +31.5% |
| 1Y | +25.1% | -10.7% | +35.9% | +29.7% |
| 3Y | +8.5% | +55.3% | -46.9% | -13.5% |
| All | -47.8% | +71.9% | -119.6% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 5y: compounded portfolio wealth divided by compounded BAM 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…
5y analysis · Full analysis span regression · 6 months rolling