+6.7%
AMZN vs ETHA
-31.0%
+37.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.7% | +0.4% | +5.3% |
| 7D | +4.5% | +2.1% | +2.4% | +4.2% |
| 30D | +5.8% | -10.7% | +16.5% | +7.3% |
| 3M | -4.1% | +29.0% | -33.1% | -7.5% |
| 6M | -2.2% | +2.7% | -4.9% | -3.4% |
| YTD | +15.3% | -18.7% | +33.9% | +15.1% |
| 1Y | +6.7% | -24.8% | +31.6% | +7.1% |
| All | +6.7% | -31.0% | +37.7% | +7.1% |
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