+15.3%
AKAM vs ETHA
-30.1%
+45.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +5.4% | +2.9% | +2.4% | +5.0% |
| 30D | -5.9% | +31.4% | -37.3% | -9.2% |
| 3M | -19.6% | +48.9% | -68.5% | -23.9% |
| 6M | +8.5% | +20.9% | -12.4% | +5.0% |
| YTD | +26.9% | -17.2% | +44.1% | +28.9% |
| 1Y | +41.7% | -42.8% | +84.5% | +50.7% |
| All | +15.3% | -30.1% | +45.4% | +10.4% |
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