+52.3%
ARM vs ETHA
-29.6%
+81.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +3.4% |
| 7D | +11.4% | +2.7% | +8.7% | +10.4% |
| 30D | -7.4% | +29.4% | -36.8% | -15.0% |
| 3M | -24.5% | +47.2% | -71.7% | -33.5% |
| 6M | +128.7% | +25.4% | +103.3% | +111.2% |
| YTD | +139.3% | -16.5% | +155.8% | +144.2% |
| 1Y | +88.0% | -42.3% | +130.3% | +112.8% |
| All | +52.3% | -29.6% | +81.9% | +45.4% |
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