+65.7%
AMGN vs ETHA
-31.0%
+96.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +3.5% |
| 7D | +5.9% | +2.1% | +3.8% | +5.8% |
| 30D | +18.7% | -10.7% | +29.4% | +19.1% |
| 3M | +23.4% | +29.0% | -5.6% | +22.1% |
| 6M | +49.7% | +2.7% | +47.1% | +49.7% |
| YTD | +49.2% | -18.7% | +67.8% | +49.5% |
| 1Y | +65.7% | -24.8% | +90.6% | +66.9% |
| All | +65.7% | -31.0% | +96.7% | +66.9% |
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