+210.1%
AMD vs ETHA
-30.3%
+240.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.6% | +7.3% | +5.5% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | -0.9% | +27.9% | -28.8% | -9.1% |
| 3M | -8.7% | +38.3% | -47.0% | -18.4% |
| 6M | +136.3% | +14.0% | +122.4% | +123.1% |
| YTD | +123.0% | -17.4% | +140.4% | +129.2% |
| 1Y | +195.2% | -42.7% | +237.8% | +234.7% |
| All | +210.1% | -30.3% | +240.5% | +184.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling