+37.9%
AMZN vs ETHA
-29.6%
+67.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +0.8% | +2.7% | -1.9% | +0.4% |
| 30D | -6.4% | +29.4% | -35.8% | -10.5% |
| 3M | +4.8% | +47.2% | -42.4% | -2.2% |
| 6M | +20.5% | +25.4% | -4.9% | +15.2% |
| YTD | +11.3% | -16.5% | +27.9% | +12.6% |
| 1Y | +9.0% | -42.3% | +51.3% | +16.3% |
| All | +37.9% | -29.6% | +67.4% | +30.2% |
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