+193.4%
AMAT vs ETHA
-43.0%
+236.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | +7.0% | +2.7% | +4.3% | +6.2% |
| 30D | -12.2% | +29.4% | -41.6% | -18.6% |
| 3M | -3.8% | +47.2% | -51.0% | -14.5% |
| 6M | +45.9% | +25.4% | +20.5% | +35.8% |
| YTD | +84.6% | -16.5% | +101.2% | +86.3% |
| 1Y | +193.4% | -42.3% | +235.7% | +228.2% |
| All | +193.4% | -43.0% | +236.4% | +228.2% |
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