+88.0%
ARM vs ETHA
-43.0%
+131.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -14.9% |
| 3M | -24.5% | +47.2% | -71.7% | -33.5% |
| 6M | +128.7% | +25.4% | +103.3% | +112.0% |
| YTD | +139.3% | -16.5% | +155.8% | +139.8% |
| 1Y | +88.0% | -42.3% | +130.3% | +116.3% |
| All | +88.0% | -43.0% | +131.0% | +116.3% |
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