+76.5%
AMAT vs ETHA
-42.9%
+119.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.3% | -2.8% |
| 7D | +19.3% | -10.3% | +29.6% | +22.3% |
| 30D | -17.9% | -19.7% | +1.7% | -13.4% |
| 3M | -30.4% | +7.2% | -37.6% | -31.7% |
| 6M | -11.4% | -11.9% | +0.5% | -9.4% |
| YTD | +48.8% | -32.3% | +81.1% | +58.8% |
| 1Y | +66.0% | -41.1% | +107.2% | +81.5% |
| All | +76.5% | -42.9% | +119.5% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling