+449.0%
ALAB vs ETHA
-29.6%
+478.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.4% |
| 7D | +3.2% | +2.7% | +0.5% | +2.0% |
| 30D | -13.6% | +29.4% | -42.9% | -22.3% |
| 3M | -16.6% | +47.2% | -63.8% | -29.0% |
| 6M | +142.3% | +25.4% | +116.9% | +118.1% |
| YTD | +73.6% | -16.5% | +90.2% | +78.6% |
| 1Y | +33.7% | -42.3% | +76.0% | +56.0% |
| All | +449.0% | -29.6% | +478.6% | +430.9% |
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 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