+53.5%
ALAB vs ETHA
-43.4%
+96.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.2% |
| 7D | +16.3% | -12.5% | +28.9% | +22.6% |
| 30D | -26.1% | -19.8% | -6.3% | -18.5% |
| 3M | -31.3% | +3.1% | -34.4% | -31.2% |
| 6M | -1.0% | -13.8% | +12.8% | +4.8% |
| YTD | +33.3% | -34.6% | +67.9% | +40.6% |
| 1Y | +53.5% | -38.7% | +92.3% | +59.9% |
| All | +53.5% | -43.4% | +96.9% | +59.9% |
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