+1.3%
AXP vs ETHA
-43.0%
+44.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | +0.6% | +2.7% | -2.1% | +0.3% |
| 30D | -4.3% | +29.4% | -33.7% | -7.2% |
| 3M | +4.7% | +47.2% | -42.5% | -0.1% |
| 6M | +9.0% | +25.4% | -16.4% | +5.6% |
| YTD | -11.1% | -16.5% | +5.4% | -11.3% |
| 1Y | +1.3% | -42.3% | +43.6% | +4.3% |
| All | +1.3% | -43.0% | +44.3% | +4.3% |
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