+21.3%
ADM vs ETHA
-31.0%
+52.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | +0.6% |
| 7D | -8.3% | +2.1% | -10.4% | -8.1% |
| 30D | -14.1% | -10.7% | -3.4% | -14.5% |
| 3M | -10.7% | +29.0% | -39.7% | -10.0% |
| 6M | -5.9% | +2.7% | -8.6% | -5.6% |
| YTD | +25.8% | -18.7% | +44.4% | +25.3% |
| 1Y | +21.3% | -24.8% | +46.1% | +20.3% |
| All | +21.3% | -31.0% | +52.3% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling