+58.5%
AMAT vs ETHA
-41.3%
+99.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -4.5% | +15.9% | +12.7% |
| 7D | -1.1% | -5.3% | +4.2% | +0.7% |
| 30D | -26.9% | -14.2% | -12.8% | -23.4% |
| 3M | -31.2% | +10.7% | -41.9% | -33.1% |
| 6M | -14.7% | -8.4% | -6.4% | -13.0% |
| YTD | +44.7% | -28.6% | +73.3% | +51.5% |
| All | +58.5% | -41.3% | +99.8% | +71.0% |
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 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