-99.6%
AMIX vs ETHA
-41.7%
-57.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -3.3% | +12.1% | +9.5% |
| 7D | +11.4% | -10.2% | +21.7% | +13.8% |
| 30D | -40.5% | -17.0% | -23.5% | -38.1% |
| 3M | -80.1% | +9.6% | -89.7% | -80.7% |
| 6M | -74.8% | -11.3% | -63.5% | -74.6% |
| YTD | -84.0% | -30.9% | -53.1% | -83.1% |
| 1Y | -89.7% | -42.6% | -47.1% | -88.7% |
| All | -99.6% | -41.7% | -57.9% | -99.6% |
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