-14.1%
ADSK vs ETHA
-30.2%
+16.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -10.9% | -2.4% | -8.5% | -10.7% |
| 30D | -15.9% | +30.9% | -46.8% | -18.3% |
| 3M | -4.4% | +51.1% | -55.5% | -8.8% |
| 6M | -16.6% | +20.5% | -37.2% | -18.7% |
| YTD | -28.5% | -17.3% | -11.3% | -27.8% |
| 1Y | -34.6% | -43.2% | +8.6% | -31.5% |
| All | -14.1% | -30.2% | +16.1% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling