+11.0%
ARM vs ETHA
-44.8%
+55.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -3.5% |
| 7D | +9.1% | -12.5% | +21.6% | +13.9% |
| 30D | -19.9% | -19.8% | -0.1% | -13.8% |
| 3M | -31.6% | +3.1% | -34.7% | -32.1% |
| 6M | -13.9% | -13.8% | -0.1% | -10.0% |
| YTD | +74.3% | -34.6% | +108.9% | +93.2% |
| 1Y | +35.8% | -38.7% | +74.5% | +52.6% |
| All | +11.0% | -44.8% | +55.8% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling