+21.1%
AMGN vs ETHA
-27.9%
+49.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.6% | -1.5% |
| 7D | -13.7% | +3.5% | -17.2% | -13.8% |
| 30D | -8.8% | +35.3% | -44.1% | -10.0% |
| 3M | +7.2% | +50.9% | -43.7% | +5.2% |
| 6M | +1.3% | +22.1% | -20.8% | +0.2% |
| YTD | +17.6% | -14.6% | +32.2% | +17.8% |
| 1Y | +37.2% | -42.8% | +80.0% | +39.5% |
| All | +21.1% | -27.9% | +49.0% | +19.9% |
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 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