+119.1%
AMAT vs ETHA
-29.6%
+148.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +7.0% | +2.7% | +4.3% | +6.3% |
| 30D | -12.2% | +29.4% | -41.6% | -17.7% |
| 3M | -3.8% | +47.2% | -51.0% | -12.9% |
| 6M | +45.9% | +25.4% | +20.5% | +37.1% |
| YTD | +84.6% | -16.5% | +101.2% | +87.1% |
| 1Y | +193.4% | -42.3% | +235.7% | +217.7% |
| All | +119.1% | -29.6% | +148.7% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling