-15.7%
ADSK vs ETHA
+23.9%
-39.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | +0.1% |
| 7D | -2.5% | +3.5% | -6.0% | -2.9% |
| 30D | -14.9% | +35.3% | -50.2% | -16.7% |
| 3M | +3.3% | +50.9% | -47.5% | -0.1% |
| 6M | -15.7% | +22.1% | -37.8% | -16.3% |
| All | -15.7% | +23.9% | -39.5% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling