+5.7%
ARM vs ETHA
-41.7%
+47.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -1.5% |
| 7D | -10.4% | -10.2% | -0.2% | -7.2% |
| 30D | -31.8% | -17.0% | -14.9% | -27.5% |
| 3M | -32.2% | +9.6% | -41.8% | -34.1% |
| 6M | -14.9% | -11.3% | -3.6% | -12.0% |
| YTD | +66.0% | -30.9% | +96.9% | +80.7% |
| 1Y | +17.2% | -42.6% | +59.8% | +34.5% |
| All | +5.7% | -41.7% | +47.4% | +7.6% |
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