+53.4%
ABBV vs ETHA
-29.6%
+83.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.0% |
| 7D | -4.3% | +2.7% | -7.0% | -4.3% |
| 30D | +1.1% | +29.4% | -28.3% | +1.4% |
| 3M | +12.3% | +47.2% | -34.9% | +12.8% |
| 6M | +9.8% | +25.4% | -15.6% | +10.3% |
| YTD | +11.5% | -16.5% | +28.0% | +11.4% |
| 1Y | +22.3% | -42.3% | +64.6% | +21.9% |
| All | +53.4% | -29.6% | +83.0% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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