+50.2%
ADM vs ETHA
-30.1%
+80.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.2% | +2.4% |
| 7D | +1.4% | +2.9% | -1.6% | +1.3% |
| 30D | +8.2% | +31.4% | -23.2% | +7.6% |
| 3M | +8.7% | +48.9% | -40.2% | +7.7% |
| 6M | +29.1% | +20.9% | +8.2% | +28.3% |
| YTD | +53.7% | -17.2% | +70.8% | +54.3% |
| 1Y | +43.2% | -42.8% | +86.0% | +45.6% |
| All | +50.2% | -30.1% | +80.3% | +45.8% |
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