-45.1%
ETSY vs BAM
+78.0%
-123.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.0% |
| 7D | -8.5% | -2.0% | -6.5% | -7.8% |
| 30D | -10.9% | -2.9% | -8.0% | -10.1% |
| 3M | +14.1% | +9.4% | +4.7% | +9.2% |
| 6M | +37.5% | +10.8% | +26.7% | +30.5% |
| YTD | +38.0% | -0.4% | +38.4% | +36.2% |
| 1Y | +46.5% | -10.9% | +57.4% | +51.9% |
| 3Y | +2.5% | +61.3% | -58.7% | -19.6% |
| All | -45.1% | +78.0% | -123.1% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling