+30.0%
AMKR vs ETHA
-30.1%
+60.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | +8.9% | +2.9% | +5.9% | +7.9% |
| 30D | -2.7% | +31.4% | -34.1% | -10.5% |
| 3M | -27.5% | +48.9% | -76.3% | -35.9% |
| 6M | +19.4% | +20.9% | -1.5% | +12.0% |
| YTD | +30.7% | -17.2% | +47.9% | +33.6% |
| 1Y | +107.9% | -42.8% | +150.7% | +131.3% |
| All | +30.0% | -30.1% | +60.2% | +20.8% |
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