+490.0%
ALAB vs ETHA
-30.3%
+520.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.6% | +12.4% | +10.7% |
| 7D | +7.2% | +0.8% | +6.4% | +6.8% |
| 30D | -2.5% | +27.9% | -30.4% | -12.0% |
| 3M | -13.3% | +38.3% | -51.6% | -24.2% |
| 6M | +172.8% | +14.0% | +158.9% | +154.4% |
| YTD | +86.6% | -17.4% | +104.0% | +92.7% |
| 1Y | +65.2% | -42.7% | +107.8% | +93.1% |
| All | +490.0% | -30.3% | +520.4% | +473.0% |
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