+228.4%
AMD vs ETHA
-29.6%
+258.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.8% | +5.6% |
| 7D | +10.0% | +2.7% | +7.3% | +9.0% |
| 30D | +4.6% | +29.4% | -24.7% | -4.3% |
| 3M | +3.1% | +47.2% | -44.0% | -9.7% |
| 6M | +162.8% | +25.4% | +137.4% | +140.8% |
| YTD | +136.2% | -16.5% | +152.7% | +142.0% |
| 1Y | +234.0% | -42.3% | +276.3% | +278.2% |
| All | +228.4% | -29.6% | +258.0% | +200.2% |
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 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