+246.8%
AMD vs ETHA
-44.8%
+291.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.3% | -5.4% | -7.7% |
| 7D | +18.9% | -12.5% | +31.5% | +24.0% |
| 30D | -6.4% | -19.8% | +13.4% | +0.9% |
| 3M | +10.6% | +3.1% | +7.5% | +9.3% |
| 6M | +19.9% | -13.8% | +33.7% | +24.8% |
| YTD | +149.4% | -34.6% | +184.0% | +177.6% |
| 1Y | +115.4% | -38.7% | +154.1% | +143.2% |
| All | +246.8% | -44.8% | +291.6% | +244.4% |
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