+188.9%
AMAT vs ETHA
-44.4%
+233.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.9% | +5.0% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | -14.8% | +27.9% | -42.7% | -20.8% |
| 3M | -9.3% | +38.3% | -47.6% | -17.8% |
| 6M | +27.4% | +14.0% | +13.4% | +21.5% |
| YTD | +77.6% | -17.4% | +95.0% | +79.8% |
| 1Y | +188.9% | -42.7% | +231.6% | +224.9% |
| All | +188.9% | -44.4% | +233.3% | +224.9% |
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