+1.7%
ARM vs ETHA
-36.9%
+38.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.0% |
| 7D | -15.2% | -0.2% | -15.0% | -15.1% |
| 30D | -40.7% | -13.4% | -27.3% | -37.7% |
| 3M | -39.1% | +16.5% | -55.6% | -41.8% |
| 6M | -26.4% | -5.3% | -21.1% | -25.4% |
| YTD | +59.7% | -25.2% | +85.0% | +69.7% |
| 1Y | +10.3% | -32.9% | +43.2% | +20.4% |
| All | +1.7% | -36.9% | +38.6% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling