+11.2%
AKAM vs ETHA
-27.9%
+39.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.6% | -0.7% |
| 7D | +1.5% | +3.5% | -2.0% | +1.1% |
| 30D | -13.0% | +35.3% | -48.3% | -16.4% |
| 3M | -19.4% | +50.9% | -70.2% | -23.8% |
| 6M | +0.3% | +22.1% | -21.8% | -3.0% |
| YTD | +22.4% | -14.6% | +37.0% | +23.8% |
| 1Y | +34.8% | -42.8% | +77.6% | +43.5% |
| All | +11.2% | -27.9% | +39.1% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling