+45.7%
ADM vs ETHA
-43.9%
+89.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.0% | -2.4% | +5.4% | +2.9% |
| 30D | +8.7% | +30.9% | -22.2% | +9.1% |
| 3M | +7.6% | +51.1% | -43.5% | +8.2% |
| 6M | +26.9% | +20.5% | +6.4% | +27.1% |
| YTD | +54.3% | -17.3% | +71.5% | +54.6% |
| 1Y | +45.7% | -43.2% | +88.9% | +47.9% |
| All | +45.7% | -43.9% | +89.6% | +47.9% |
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