+25.0%
ALAB vs ETHA
-42.6%
+67.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.9% | +1.1% |
| 7D | -6.2% | +3.5% | -9.6% | -7.5% |
| 30D | -8.7% | +35.3% | -44.0% | -20.1% |
| 3M | -20.7% | +50.9% | -71.6% | -34.2% |
| 6M | +133.5% | +22.1% | +111.4% | +110.2% |
| YTD | +75.1% | -14.6% | +89.6% | +73.7% |
| 1Y | +25.0% | -42.8% | +67.8% | +50.3% |
| All | +25.0% | -42.6% | +67.6% | +50.3% |
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