+3.7%
ABT vs ETHA
-30.2%
+33.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.0% | -2.4% | -2.6% | -5.0% |
| 30D | -5.8% | +30.9% | -36.7% | -5.7% |
| 3M | +16.7% | +51.1% | -34.4% | +16.8% |
| 6M | -5.2% | +20.5% | -25.8% | -5.2% |
| YTD | -16.0% | -17.3% | +1.3% | -16.0% |
| 1Y | -18.3% | -43.2% | +25.0% | -18.2% |
| All | +3.7% | -30.2% | +33.9% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling