+19.4%
AKAM vs ETHA
-31.0%
+50.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.2% |
| 7D | -12.4% | +2.1% | -14.5% | -12.6% |
| 30D | -20.4% | -10.7% | -9.7% | -19.7% |
| 3M | -30.3% | +29.0% | -59.3% | -31.5% |
| 6M | -18.8% | +2.7% | -21.4% | -18.2% |
| YTD | -1.5% | -18.7% | +17.1% | +3.4% |
| 1Y | +19.4% | -24.8% | +44.2% | +26.5% |
| All | +19.4% | -31.0% | +50.4% | +26.5% |
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