-99.1%
AMIX vs ETHA
-29.6%
-69.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -3.4% | +2.7% | -6.1% | -3.9% |
| 30D | -54.4% | +29.4% | -83.8% | -57.2% |
| 3M | -45.7% | +47.2% | -92.9% | -51.1% |
| 6M | -49.2% | +25.4% | -74.5% | -52.6% |
| YTD | -60.3% | -16.5% | -43.8% | -59.9% |
| 1Y | -81.4% | -42.3% | -39.0% | -79.6% |
| All | -99.1% | -29.6% | -69.5% | -99.0% |
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